+69.0%
CIFR vs CLSK
+36.0%
+33.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +6.8% | -1.1% | -0.4% |
| 7D | -5.0% | +7.7% | -12.7% | -11.1% |
| 30D | -5.7% | +12.2% | -17.9% | -14.0% |
| 3M | -25.5% | -15.5% | -10.1% | -11.1% |
| 6M | +19.4% | +39.3% | -19.9% | -5.7% |
| YTD | +14.2% | +35.1% | -20.9% | -7.8% |
| 1Y | +69.0% | +34.0% | +35.0% | +72.9% |
| All | +69.0% | +36.0% | +33.0% | +72.9% |
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