+19.3%
ARM vs CLSK
-58.7%
+78.1%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -16.6% | +11.3% | +1.4% |
| 7D | -18.7% | -20.7% | +2.1% | -11.3% |
| 30D | -36.7% | -45.5% | +8.8% | -19.9% |
| 3M | -31.6% | -52.0% | +20.4% | -9.8% |
| 6M | -5.6% | -47.0% | +41.3% | +21.3% |
| YTD | +75.5% | -32.8% | +108.3% | +104.8% |
| 1Y | +19.3% | -58.1% | +77.4% | +48.7% |
| All | +19.3% | -58.7% | +78.1% | +48.7% |
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 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