+367.9%
APP vs CLSK
-39.4%
+407.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.7% | -1.9% |
| 7D | -4.4% | +17.2% | -21.6% | -8.5% |
| 30D | -10.0% | +14.6% | -24.6% | -14.0% |
| 3M | -41.4% | -16.8% | -24.6% | -40.1% |
| 6M | -41.0% | +38.2% | -79.2% | -47.8% |
| YTD | -54.7% | +31.2% | -86.0% | -60.2% |
| 1Y | -45.3% | +37.3% | -82.7% | -54.6% |
| 3Y | +624.3% | +201.8% | +422.4% | +255.7% |
| 5Y | +329.1% | -1.6% | +330.7% | +133.7% |
| All | +367.9% | -39.4% | +407.3% | +166.7% |
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