-35.9%
APP vs CLSK
+35.0%
-70.9%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.9% | +1.4% | +2.1% |
| 7D | +0.9% | +8.8% | -8.0% | -1.0% |
| 30D | -23.3% | -6.0% | -17.3% | -22.6% |
| 3M | -42.6% | -24.4% | -18.3% | -40.3% |
| 6M | -33.6% | +19.0% | -52.6% | -37.8% |
| YTD | -52.4% | +25.4% | -77.8% | -56.4% |
| 1Y | -35.9% | +39.8% | -75.6% | -39.1% |
| All | -35.9% | +35.0% | -70.9% | -39.1% |
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