+21.9%
CCL vs CLSK
-58.7%
+80.6%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -16.6% | +23.8% | +8.6% |
| 7D | +11.6% | -20.7% | +32.4% | +13.5% |
| 30D | +22.5% | -45.5% | +68.0% | +29.3% |
| 3M | +6.4% | -52.0% | +58.4% | +13.4% |
| 6M | +23.4% | -47.0% | +70.4% | +29.0% |
| YTD | +4.2% | -32.8% | +37.0% | +3.7% |
| 1Y | +21.9% | -58.1% | +80.0% | +19.8% |
| All | +21.9% | -58.7% | +80.6% | +19.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling