-71.1%
CIFR vs CLSK
-58.7%
-12.4%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.0% | -16.6% | -3.4% | -3.7% |
| 7D | -26.7% | -20.7% | -6.0% | -6.5% |
| 30D | -58.0% | -45.5% | -12.5% | -22.7% |
| 3M | -68.1% | -52.0% | -16.1% | -33.2% |
| 6M | -63.7% | -47.0% | -16.7% | -29.2% |
| YTD | -56.0% | -32.8% | -23.2% | -30.5% |
| 1Y | -71.1% | -58.1% | -13.0% | -32.5% |
| All | -71.1% | -58.7% | -12.4% | -32.5% |
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