+142.3%
ADBE vs CLSK
-60.8%
+203.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +6.8% | -5.4% | +1.3% |
| 7D | -5.4% | +7.7% | -13.1% | -5.5% |
| 30D | -2.5% | +12.2% | -14.8% | -2.7% |
| 3M | +15.3% | -15.5% | +30.7% | +15.3% |
| 6M | -7.8% | +39.3% | -47.2% | -8.7% |
| YTD | -27.9% | +35.1% | -63.0% | -28.7% |
| 1Y | -28.0% | +34.0% | -62.1% | -29.0% |
| 3Y | -55.3% | +226.3% | -281.6% | -57.1% |
| 5Y | -61.7% | +6.4% | -68.1% | -63.3% |
| All | +142.3% | -60.8% | +203.2% | +136.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CLSK.
Daily Out/Under-Performance
Portfolio return minus CLSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLSK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CLSK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling