-60.8%
CLSK vs NRG
+1,117.7%
-1,178.6%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.6% | +5.2% | +6.2% |
| 7D | +7.7% | -4.7% | +12.4% | +9.8% |
| 30D | +12.2% | -6.0% | +18.2% | +14.8% |
| 3M | -15.5% | -8.0% | -7.5% | -12.6% |
| 6M | +39.3% | -23.2% | +62.5% | +53.7% |
| YTD | +35.1% | -28.1% | +63.1% | +52.7% |
| 1Y | +34.0% | -27.3% | +61.3% | +52.1% |
| 3Y | +226.3% | +208.7% | +17.6% | +131.6% |
| 5Y | +6.4% | +197.7% | -191.3% | -24.1% |
| All | -60.8% | +1,117.7% | -1,178.6% | -42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NRG.
Daily Out/Under-Performance
Portfolio return minus NRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NRG 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 NRG 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