+369.5%
ALAB vs CLSK
-17.2%
+386.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +6.8% | -4.4% | 0.0% |
| 7D | -6.2% | +7.7% | -13.9% | -8.8% |
| 30D | -8.7% | +12.2% | -20.9% | -12.9% |
| 3M | -20.7% | -15.5% | -5.3% | -17.4% |
| 6M | +133.5% | +39.3% | +94.2% | +107.5% |
| YTD | +75.1% | +35.1% | +40.0% | +55.2% |
| 1Y | +25.0% | +34.0% | -9.0% | +5.6% |
| All | +369.5% | -17.2% | +386.7% | +331.0% |
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