+61.4%
AMAT vs CLSK
-58.7%
+120.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -16.6% | +13.3% | +1.6% |
| 7D | -11.2% | -20.7% | +9.5% | -5.5% |
| 30D | -31.9% | -45.5% | +13.6% | -19.5% |
| 3M | -32.3% | -52.0% | +19.7% | -17.8% |
| 6M | -5.4% | -47.0% | +41.6% | +10.8% |
| YTD | +44.3% | -32.8% | +77.1% | +57.8% |
| 1Y | +61.4% | -58.1% | +119.4% | +85.8% |
| All | +61.4% | -58.7% | +120.1% | +85.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling