+158.3%
CAT vs CLSK
+80.2%
+78.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.8% | +1.9% | -0.5% |
| 7D | +7.4% | +8.0% | -0.5% | +6.4% |
| 30D | -19.7% | -27.9% | +8.2% | -16.7% |
| 3M | -29.6% | -42.3% | +12.7% | -25.3% |
| 6M | -33.2% | -50.0% | +16.8% | -28.5% |
| YTD | +5.7% | -34.3% | +40.0% | +8.5% |
| 1Y | +9.3% | -44.5% | +53.8% | +13.4% |
| 3Y | +158.3% | +74.5% | +83.8% | +152.5% |
| All | +158.3% | +80.2% | +78.1% | +152.5% |
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