+695.6%
CAT vs CLSK
-80.9%
+776.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.8% | +1.9% | -0.8% |
| 7D | +7.4% | +8.0% | -0.5% | +7.3% |
| 30D | -19.7% | -27.9% | +8.2% | -19.1% |
| 3M | -29.6% | -42.3% | +12.7% | -28.8% |
| 6M | -33.2% | -50.0% | +16.8% | -32.3% |
| YTD | +5.7% | -34.3% | +40.0% | +6.3% |
| 1Y | +9.3% | -44.5% | +53.8% | +10.2% |
| 3Y | +158.3% | +74.5% | +83.8% | +153.3% |
| 5Y | +211.6% | -69.0% | +280.5% | +207.1% |
| All | +695.6% | -80.9% | +776.5% | +655.4% |
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 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