+1,019.4%
CDNS vs CLSK
-60.8%
+1,080.3%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +6.8% | -5.2% | +1.4% |
| 7D | -1.1% | +7.7% | -8.9% | -1.3% |
| 30D | -10.4% | +12.2% | -22.7% | -10.7% |
| 3M | -24.6% | -15.5% | -9.1% | -24.5% |
| 6M | -1.6% | +39.3% | -41.0% | -2.6% |
| YTD | -7.4% | +35.1% | -42.5% | -8.4% |
| 1Y | -18.4% | +34.0% | -52.4% | -19.5% |
| 3Y | +19.0% | +226.3% | -207.3% | +14.3% |
| 5Y | +73.4% | +6.4% | +67.0% | +66.7% |
| All | +1,019.4% | -60.8% | +1,080.3% | +978.7% |
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