+142.7%
AMAT vs CLSK
+33.6%
+109.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +8.5% | -4.2% | +2.7% |
| 7D | -14.7% | -19.7% | +5.0% | -11.5% |
| 30D | -36.1% | -46.5% | +10.4% | -29.0% |
| 3M | -36.9% | -51.7% | +14.8% | -28.9% |
| 6M | -22.2% | -57.5% | +35.3% | -11.1% |
| YTD | +29.9% | -39.1% | +69.1% | +39.3% |
| 1Y | +43.3% | -60.0% | +103.3% | +60.6% |
| 3Y | +142.7% | +42.9% | +99.7% | +154.4% |
| All | +142.7% | +33.6% | +109.0% | +154.4% |
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 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