+382.3%
APP vs CLSK
-41.6%
+423.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -3.6% | +6.7% | +4.0% |
| 7D | +0.3% | +1.7% | -1.5% | -0.3% |
| 30D | -1.3% | +11.1% | -12.4% | -5.0% |
| 3M | -36.2% | -14.1% | -22.1% | -35.4% |
| 6M | -34.1% | +32.9% | -67.0% | -41.1% |
| YTD | -53.3% | +26.5% | -79.8% | -58.6% |
| 1Y | -44.5% | +27.6% | -72.2% | -53.1% |
| 3Y | +646.7% | +190.9% | +455.7% | +270.0% |
| 5Y | +306.4% | -0.4% | +306.8% | +122.1% |
| All | +382.3% | -41.6% | +423.9% | +177.4% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling