-21.7%
CLSK vs ETHA
-27.9%
+6.3%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +3.2% | +3.6% | +4.3% |
| 7D | +7.7% | +3.5% | +4.3% | +5.1% |
| 30D | +12.2% | +35.3% | -23.1% | -11.6% |
| 3M | -15.5% | +50.9% | -66.3% | -39.1% |
| 6M | +39.3% | +22.1% | +17.2% | +17.2% |
| YTD | +35.1% | -14.6% | +49.7% | +50.5% |
| 1Y | +34.0% | -42.8% | +76.8% | +98.2% |
| All | -21.7% | -27.9% | +6.3% | -23.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ETHA.
Daily Out/Under-Performance
Portfolio return minus ETHA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETHA 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 ETHA 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