+2,756.1%
AVGO vs CLSK
-61.4%
+2,817.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +6.2% | -3.2% | +2.8% |
| 7D | -0.3% | +21.9% | -22.2% | -0.9% |
| 30D | -13.8% | +9.6% | -23.4% | -14.1% |
| 3M | -6.9% | -18.4% | +11.5% | -6.6% |
| 6M | +11.9% | +46.4% | -34.4% | +10.5% |
| YTD | +6.9% | +33.2% | -26.3% | +5.5% |
| 1Y | +7.4% | +47.0% | -39.6% | +5.5% |
| 3Y | +345.6% | +206.4% | +139.2% | +326.1% |
| 5Y | +718.9% | +5.4% | +713.5% | +683.6% |
| All | +2,756.1% | -61.4% | +2,817.5% | +2,493.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling