+384.5%
ALAB vs CLSK
-19.6%
+404.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.5% | +5.5% | +4.6% |
| 7D | +9.6% | +17.2% | -7.6% | +3.4% |
| 30D | -5.3% | +14.6% | -19.8% | -10.4% |
| 3M | -12.0% | -16.8% | +4.8% | -7.7% |
| 6M | +145.7% | +38.2% | +107.5% | +119.3% |
| YTD | +80.7% | +31.2% | +49.4% | +61.8% |
| 1Y | +40.1% | +37.3% | +2.8% | +17.7% |
| All | +384.5% | -19.6% | +404.1% | +349.3% |
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