+503.8%
APP vs CLSK
-68.8%
+572.6%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.0% | -1.7% | -2.5% |
| 7D | +10.6% | +20.4% | -9.9% | +5.7% |
| 30D | +44.6% | -32.6% | +77.2% | +55.8% |
| 3M | +29.6% | -43.8% | +73.4% | +44.0% |
| 6M | -19.8% | -49.2% | +29.5% | -10.3% |
| YTD | -41.6% | -32.4% | -9.2% | -41.1% |
| 1Y | -32.7% | -48.7% | +16.0% | -28.3% |
| 3Y | +799.0% | +82.9% | +716.1% | +387.6% |
| 5Y | +250.4% | -68.1% | +318.4% | +135.1% |
| All | +503.8% | -68.8% | +572.6% | +294.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling