+239.4%
C vs CLSK
-63.6%
+303.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.3% |
| 7D | +3.6% | +8.8% | -5.2% | +3.4% |
| 30D | +0.1% | -6.0% | +6.1% | +0.1% |
| 3M | +2.4% | -24.4% | +26.8% | +2.8% |
| 6M | +24.9% | +19.0% | +5.9% | +24.1% |
| YTD | +19.8% | +25.4% | -5.6% | +18.7% |
| 1Y | +44.9% | +39.8% | +5.1% | +42.8% |
| 3Y | +263.0% | +177.7% | +85.3% | +249.5% |
| 5Y | +129.5% | -11.0% | +140.5% | +121.1% |
| All | +239.4% | -63.6% | +303.1% | +216.4% |
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 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