+696.9%
AVGO vs CLSK
+6.4%
+690.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +6.8% | -6.5% | -0.6% |
| 7D | +1.1% | +7.7% | -6.6% | +0.1% |
| 30D | -13.0% | +12.2% | -25.2% | -14.8% |
| 3M | -6.0% | -15.5% | +9.5% | -5.0% |
| 6M | +6.4% | +39.3% | -33.0% | +0.2% |
| YTD | +5.0% | +35.1% | -30.1% | -2.1% |
| 1Y | +1.4% | +34.0% | -32.6% | -6.9% |
| 3Y | +336.8% | +226.3% | +110.6% | +219.8% |
| All | +696.9% | +6.4% | +690.5% | +476.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling