-63.3%
CLSK vs THC
+1,496.7%
-1,560.1%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.1% | -1.5% | -3.1% |
| 7D | +1.7% | 0.0% | +1.8% | +1.7% |
| 30D | +11.1% | +1.5% | +9.6% | +10.4% |
| 3M | -14.1% | +59.9% | -74.0% | -25.8% |
| 6M | +32.9% | +11.0% | +22.0% | +26.7% |
| YTD | +26.5% | +32.6% | -6.1% | +13.7% |
| 1Y | +27.6% | +37.4% | -9.8% | +13.9% |
| 3Y | +190.9% | +252.5% | -61.6% | +93.5% |
| 5Y | -0.4% | +262.3% | -262.7% | -34.6% |
| All | -63.3% | +1,496.7% | -1,560.1% | -78.9% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 THC 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