-63.6%
CLSK vs MNST
+322.1%
-385.7%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +1.1% |
| 7D | +8.8% | -6.5% | +15.3% | +11.8% |
| 30D | -6.0% | -7.2% | +1.2% | -3.5% |
| 3M | -24.4% | -1.0% | -23.4% | -24.9% |
| 6M | +19.0% | +11.5% | +7.6% | +12.2% |
| YTD | +25.4% | +14.3% | +11.1% | +16.4% |
| 1Y | +39.8% | +38.1% | +1.6% | +18.8% |
| 3Y | +177.7% | +55.0% | +122.7% | +119.0% |
| 5Y | -11.0% | +79.6% | -90.6% | -34.5% |
| All | -63.6% | +322.1% | -385.7% | -79.8% |
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