-55.4%
APP vs CLSK
-58.7%
+3.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -16.6% | +27.3% | +14.0% |
| 7D | +4.5% | -20.7% | +25.3% | +8.7% |
| 30D | -3.6% | -45.5% | +41.9% | +8.2% |
| 3M | -35.3% | -52.0% | +16.8% | -25.8% |
| 6M | -42.8% | -47.0% | +4.2% | -37.3% |
| YTD | -59.7% | -32.8% | -26.9% | -59.9% |
| 1Y | -55.4% | -58.1% | +2.7% | -50.5% |
| All | -55.4% | -58.7% | +3.4% | -50.5% |
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