-81.2%
CLSK vs MNST
+336.7%
-417.9%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.7% | -4.3% | -4.7% |
| 7D | -19.4% | -3.9% | -15.5% | -18.4% |
| 30D | -37.4% | +3.9% | -41.3% | -38.9% |
| 3M | -43.3% | -0.8% | -42.5% | -43.9% |
| 6M | -53.7% | +5.1% | -58.8% | -55.6% |
| YTD | -35.1% | +18.3% | -53.4% | -41.1% |
| 1Y | -56.3% | +29.5% | -85.8% | -62.0% |
| 3Y | +75.7% | +64.0% | +11.6% | +33.7% |
| 5Y | -67.7% | +97.2% | -164.8% | -77.1% |
| All | -81.2% | +336.7% | -417.9% | -89.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MNST.
Daily Out/Under-Performance
Portfolio return minus MNST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MNST 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 MNST 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