+1,001.0%
CDNS vs CLSK
-61.9%
+1,062.9%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.2% |
| 7D | -7.2% | +17.2% | -24.4% | -7.5% |
| 30D | -14.3% | +14.6% | -28.8% | -14.6% |
| 3M | -27.2% | -16.8% | -10.3% | -27.1% |
| 6M | -4.5% | +38.2% | -42.7% | -5.4% |
| YTD | -9.0% | +31.2% | -40.2% | -9.9% |
| 1Y | -21.3% | +37.3% | -58.7% | -22.4% |
| 3Y | +19.6% | +201.8% | -182.2% | +15.0% |
| 5Y | +71.5% | -1.6% | +73.1% | +65.1% |
| All | +1,001.0% | -61.9% | +1,062.9% | +961.7% |
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 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