-60.8%
CLSK vs NVS
+208.7%
-269.6%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -0.2% | +7.0% | +6.8% |
| 7D | +7.7% | -14.3% | +22.0% | +8.0% |
| 30D | +12.2% | -10.0% | +22.2% | +12.2% |
| 3M | -15.5% | -10.9% | -4.6% | -15.5% |
| 6M | +39.3% | -12.0% | +51.3% | +39.2% |
| YTD | +35.1% | +2.5% | +32.6% | +33.9% |
| 1Y | +34.0% | +10.7% | +23.3% | +32.3% |
| 3Y | +226.3% | +53.3% | +173.0% | +214.6% |
| 5Y | +6.4% | +93.6% | -87.2% | +0.7% |
| All | -60.8% | +208.7% | -269.6% | -38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS 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 10y: compounded portfolio wealth divided by compounded NVS 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…
10y analysis · Full analysis span regression · 6 months rolling