+87.0%
CIFR vs CLSK
+45.3%
+41.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +6.2% | -1.9% | +0.6% |
| 7D | +26.7% | +21.9% | +4.8% | +12.9% |
| 30D | +7.7% | +9.6% | -1.9% | +3.2% |
| 3M | -23.8% | -18.4% | -5.4% | -10.1% |
| 6M | +35.9% | +46.4% | -10.5% | +15.1% |
| YTD | +25.4% | +33.2% | -7.8% | +12.7% |
| 1Y | +139.8% | +47.0% | +92.8% | +106.3% |
| 3Y | +515.0% | +206.4% | +308.6% | +322.0% |
| 5Y | +52.1% | +5.4% | +46.7% | +21.2% |
| All | +87.0% | +45.3% | +41.7% | +49.8% |
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