+639.7%
CEG vs CLSK
+79.5%
+560.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.2% | -6.2% | -0.6% |
| 7D | +6.7% | +21.9% | -15.2% | +4.3% |
| 30D | +11.0% | +9.6% | +1.4% | +9.5% |
| 3M | +19.5% | -18.4% | +37.9% | +21.0% |
| 6M | -5.9% | +46.4% | -52.2% | -10.7% |
| YTD | -15.0% | +33.2% | -48.2% | -19.3% |
| 1Y | +0.6% | +47.0% | -46.4% | -6.1% |
| 3Y | +180.6% | +206.4% | -25.7% | +132.4% |
| All | +639.7% | +79.5% | +560.2% | +539.6% |
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