+315.5%
ARM vs CLSK
+195.8%
+119.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.5% | +1.5% |
| 7D | +12.5% | +17.2% | -4.7% | +7.4% |
| 30D | -1.4% | +14.6% | -15.9% | -5.6% |
| 3M | -18.7% | -16.8% | -1.8% | -15.6% |
| 6M | +124.6% | +38.2% | +86.4% | +106.0% |
| YTD | +141.7% | +31.2% | +110.5% | +118.7% |
| 1Y | +87.7% | +37.3% | +50.3% | +61.3% |
| All | +315.5% | +195.8% | +119.8% | +117.5% |
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 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