+226.3%
CLSK vs GNRC
+61.6%
+164.7%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.9% | +3.9% | +4.8% |
| 7D | +7.7% | -0.2% | +7.9% | +8.0% |
| 30D | +12.2% | -15.7% | +28.0% | +26.4% |
| 3M | -15.5% | -27.3% | +11.9% | +3.7% |
| 6M | +39.3% | -12.1% | +51.4% | +44.1% |
| YTD | +35.1% | +37.1% | -2.0% | -4.3% |
| 1Y | +34.0% | -0.5% | +34.5% | +22.5% |
| 3Y | +226.3% | +61.5% | +164.7% | +115.9% |
| All | +226.3% | +61.6% | +164.7% | +115.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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