+269.3%
C vs CLSK
+207.1%
+62.2%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +6.2% | -6.9% | -1.3% |
| 7D | +3.2% | +21.9% | -18.7% | +1.2% |
| 30D | +1.3% | +9.6% | -8.3% | +0.1% |
| 3M | +3.1% | -18.4% | +21.5% | +4.1% |
| 6M | +29.6% | +46.4% | -16.7% | +23.0% |
| YTD | +19.0% | +33.2% | -14.2% | +12.8% |
| 1Y | +45.6% | +47.0% | -1.4% | +35.0% |
| All | +269.3% | +207.1% | +62.2% | +210.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling