+640.8%
APP vs CLSK
+196.3%
+444.5%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +6.2% | -8.9% | -3.9% |
| 7D | +0.1% | +21.9% | -21.8% | -3.9% |
| 30D | -10.0% | +9.6% | -19.6% | -12.3% |
| 3M | -44.6% | -18.4% | -26.2% | -43.4% |
| 6M | -37.9% | +46.4% | -84.2% | -43.8% |
| YTD | -53.7% | +33.2% | -86.9% | -57.9% |
| 1Y | -43.0% | +47.0% | -90.0% | -50.7% |
| 3Y | +640.8% | +206.4% | +434.4% | +456.2% |
| All | +640.8% | +196.3% | +444.5% | +456.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling