+203.9%
CAT vs CLSK
+196.3%
+7.6%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +6.2% | -5.2% | +0.3% |
| 7D | +5.6% | +21.9% | -16.3% | +3.0% |
| 30D | -2.3% | +9.6% | -11.9% | -3.7% |
| 3M | -10.0% | -18.4% | +8.4% | -8.8% |
| 6M | +21.2% | +46.4% | -25.1% | +14.7% |
| YTD | +44.4% | +33.2% | +11.2% | +36.7% |
| 1Y | +96.3% | +47.0% | +49.3% | +81.6% |
| 3Y | +203.9% | +206.4% | -2.5% | +144.0% |
| All | +203.9% | +196.3% | +7.6% | +144.0% |
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