-63.3%
CLSK vs NVS
+209.5%
-272.8%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | 0.0% | -3.6% | -3.6% |
| 7D | +1.7% | -15.7% | +17.5% | +2.1% |
| 30D | +11.1% | -11.1% | +22.2% | +11.2% |
| 3M | -14.1% | -7.2% | -6.9% | -14.5% |
| 6M | +32.9% | -12.3% | +45.2% | +32.8% |
| YTD | +26.5% | +2.8% | +23.7% | +25.4% |
| 1Y | +27.6% | +11.9% | +15.7% | +25.9% |
| 3Y | +190.9% | +55.1% | +135.8% | +180.4% |
| 5Y | -0.4% | +94.1% | -94.4% | -5.7% |
| All | -63.3% | +209.5% | -272.8% | -42.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling