+20.8%
CIFR vs CLSK
-4.8%
+25.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -3.6% | -2.1% | -3.0% |
| 7D | -8.2% | +1.7% | -10.0% | -9.3% |
| 30D | -7.4% | +11.1% | -18.5% | -13.1% |
| 3M | -24.2% | -14.1% | -10.1% | -11.3% |
| 6M | +14.2% | +32.9% | -18.7% | -1.9% |
| YTD | +8.0% | +26.5% | -18.5% | -4.2% |
| 1Y | +55.5% | +27.6% | +27.9% | +35.2% |
| 3Y | +429.6% | +190.9% | +238.7% | +163.3% |
| 5Y | +20.8% | -0.4% | +21.1% | -16.5% |
| All | +20.8% | -4.8% | +25.5% | -16.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling