+527.5%
APP vs CLSK
-69.6%
+597.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -2.8% | +6.7% | +4.6% |
| 7D | +4.6% | +8.0% | -3.4% | +2.5% |
| 30D | +56.0% | -27.9% | +83.9% | +65.2% |
| 3M | +30.8% | -42.3% | +73.1% | +44.4% |
| 6M | -9.8% | -50.0% | +40.2% | +1.1% |
| YTD | -39.3% | -34.3% | -5.0% | -38.4% |
| 1Y | -26.4% | -44.5% | +18.1% | -23.2% |
| 3Y | +887.9% | +74.5% | +813.4% | +442.9% |
| 5Y | +264.1% | -69.0% | +333.1% | +145.9% |
| All | +527.5% | -69.6% | +597.1% | +312.7% |
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