+70.2%
CIFR vs CLSK
+47.3%
+22.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +6.8% | -1.1% | +1.6% |
| 7D | -5.0% | +7.7% | -12.7% | -9.0% |
| 30D | -5.7% | +12.2% | -17.9% | -10.8% |
| 3M | -25.5% | -15.5% | -10.1% | -14.0% |
| 6M | +19.4% | +39.3% | -19.9% | +4.1% |
| YTD | +14.2% | +35.1% | -20.9% | +1.9% |
| 1Y | +69.0% | +34.0% | +35.0% | +52.4% |
| 3Y | +503.9% | +226.3% | +277.7% | +303.2% |
| 5Y | +27.7% | +6.4% | +21.3% | +1.0% |
| All | +70.2% | +47.3% | +22.9% | +35.4% |
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