-44.0%
CLSK vs NTR
+97.9%
-141.9%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -0.4% | +7.2% | +7.0% |
| 7D | +7.7% | -1.3% | +9.0% | +8.4% |
| 30D | +12.2% | +16.8% | -4.5% | +4.7% |
| 3M | -15.5% | +20.7% | -36.2% | -23.1% |
| 6M | +39.3% | +0.5% | +38.8% | +35.7% |
| YTD | +35.1% | +29.2% | +5.9% | +17.0% |
| 1Y | +34.0% | +39.6% | -5.6% | +11.6% |
| 3Y | +226.3% | +37.9% | +188.4% | +170.6% |
| 5Y | +6.4% | +47.1% | -40.7% | -11.6% |
| All | -44.0% | +97.9% | -141.9% | -56.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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