+123.4%
ADI vs CLSK
+211.4%
-88.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +6.8% | -1.9% | +4.2% |
| 7D | +4.6% | +7.7% | -3.2% | +3.8% |
| 30D | -1.2% | +12.2% | -13.4% | -2.5% |
| 3M | -7.8% | -15.5% | +7.6% | -7.1% |
| 6M | +19.3% | +39.3% | -20.0% | +14.4% |
| YTD | +40.9% | +35.1% | +5.8% | +34.1% |
| 1Y | +54.5% | +34.0% | +20.5% | +44.7% |
| 3Y | +123.4% | +226.3% | -102.8% | +83.6% |
| All | +123.4% | +211.4% | -88.0% | +83.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling