-61.9%
CLSK vs NOC
+144.4%
-206.3%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -1.4% |
| 7D | +17.2% | -1.6% | +18.8% | +17.5% |
| 30D | +14.6% | -10.4% | +25.0% | +16.3% |
| 3M | -16.8% | -5.6% | -11.2% | -16.4% |
| 6M | +38.2% | -30.4% | +68.6% | +46.1% |
| YTD | +31.2% | -8.5% | +39.7% | +33.1% |
| 1Y | +37.3% | -8.3% | +45.7% | +39.5% |
| 3Y | +201.8% | +28.2% | +173.6% | +187.4% |
| 5Y | -1.6% | +56.7% | -58.3% | -9.9% |
| All | -61.9% | +144.4% | -206.3% | -67.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 NOC 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