-26.4%
APP vs CLSK
-48.8%
+22.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -2.8% | +6.7% | +4.3% |
| 7D | +4.6% | +8.0% | -3.4% | +3.4% |
| 30D | +56.0% | -27.9% | +83.9% | +63.4% |
| 3M | +30.8% | -42.3% | +73.1% | +41.5% |
| 6M | -9.8% | -50.0% | +40.2% | -0.5% |
| YTD | -39.3% | -34.3% | -5.0% | -39.6% |
| 1Y | -26.4% | -44.5% | +18.1% | -25.5% |
| All | -26.4% | -48.8% | +22.3% | -25.5% |
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