+604.3%
CEG vs CLSK
+82.0%
+522.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.8% | -7.2% | -1.2% |
| 7D | -4.8% | +7.7% | -12.5% | -5.6% |
| 30D | +2.3% | +12.2% | -9.9% | +0.7% |
| 3M | +15.6% | -15.5% | +31.1% | +16.6% |
| 6M | -5.0% | +39.3% | -44.4% | -9.4% |
| YTD | -19.0% | +35.1% | -54.1% | -23.3% |
| 1Y | -10.0% | +34.0% | -44.0% | -15.3% |
| 3Y | +163.9% | +226.3% | -62.3% | +117.4% |
| All | +604.3% | +82.0% | +522.3% | +508.0% |
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 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