+1,249.5%
CLS vs CLSK
+191.6%
+1,057.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.6% | +1.1% | -1.7% |
| 7D | +5.0% | +1.7% | +3.2% | +4.6% |
| 30D | +4.8% | +11.1% | -6.3% | +2.4% |
| 3M | -10.4% | -14.1% | +3.7% | -8.2% |
| 6M | +20.8% | +32.9% | -12.1% | +13.0% |
| YTD | +10.0% | +26.5% | -16.5% | +2.3% |
| 1Y | +28.5% | +27.6% | +0.9% | +16.7% |
| All | +1,249.5% | +191.6% | +1,057.9% | +887.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling