+185.4%
ARM vs CLSK
+46.3%
+139.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.9% | +2.3% | -1.1% |
| 7D | -10.4% | -19.4% | +9.0% | -4.7% |
| 30D | -31.8% | -37.4% | +5.6% | -22.0% |
| 3M | -32.2% | -43.3% | +11.1% | -20.4% |
| 6M | -14.9% | -53.7% | +38.8% | +5.4% |
| YTD | +66.0% | -35.1% | +101.1% | +84.4% |
| 1Y | +17.2% | -56.3% | +73.5% | +41.6% |
| 3Y | +247.2% | +75.7% | +171.5% | +105.5% |
| All | +185.4% | +46.3% | +139.1% | +83.4% |
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