+241.4%
C vs CLSK
-63.3%
+304.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.6% | +4.1% | +0.6% |
| 7D | +0.3% | +1.7% | -1.5% | +0.2% |
| 30D | +2.0% | +11.1% | -9.1% | +1.7% |
| 3M | +4.4% | -14.1% | +18.5% | +4.5% |
| 6M | +28.3% | +32.9% | -4.6% | +27.2% |
| YTD | +20.5% | +26.5% | -6.0% | +19.3% |
| 1Y | +45.5% | +27.6% | +17.9% | +43.7% |
| 3Y | +274.0% | +190.9% | +83.1% | +259.9% |
| 5Y | +136.1% | -0.4% | +136.5% | +127.2% |
| All | +241.4% | -63.3% | +304.7% | +218.1% |
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