+976.3%
CAT vs CLSK
-63.6%
+1,039.9%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.9% | +1.7% |
| 7D | +1.7% | +8.8% | -7.1% | +1.5% |
| 30D | -6.6% | -6.0% | -0.6% | -6.5% |
| 3M | -13.3% | -24.4% | +11.1% | -12.9% |
| 6M | +11.6% | +19.0% | -7.4% | +11.0% |
| YTD | +42.9% | +25.4% | +17.6% | +41.8% |
| 1Y | +95.4% | +39.8% | +55.7% | +93.1% |
| 3Y | +196.6% | +177.7% | +18.9% | +187.3% |
| 5Y | +321.7% | -11.0% | +332.7% | +308.7% |
| All | +976.3% | -63.6% | +1,039.9% | +908.1% |
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