+964.5%
CAT vs CLSK
-63.3%
+1,027.8%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.6% | +2.3% | -1.2% |
| 7D | +0.6% | +1.7% | -1.1% | +0.6% |
| 30D | -4.5% | +11.1% | -15.7% | -4.8% |
| 3M | -5.8% | -14.1% | +8.3% | -5.6% |
| 6M | +12.7% | +32.9% | -20.2% | +11.9% |
| YTD | +41.4% | +26.5% | +14.9% | +40.2% |
| 1Y | +92.1% | +27.6% | +64.4% | +90.1% |
| 3Y | +197.5% | +190.9% | +6.5% | +188.0% |
| 5Y | +327.9% | -0.4% | +328.3% | +314.4% |
| All | +964.5% | -63.3% | +1,027.8% | +896.8% |
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 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