-1.6%
CLSK vs THC
+258.2%
-259.8%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.9% | -5.4% | -3.4% |
| 7D | +17.2% | +4.1% | +13.1% | +14.9% |
| 30D | +14.6% | +3.5% | +11.1% | +12.2% |
| 3M | -16.8% | +61.7% | -78.6% | -37.9% |
| 6M | +38.2% | +11.8% | +26.3% | +25.7% |
| YTD | +31.2% | +35.4% | -4.2% | +4.9% |
| 1Y | +37.3% | +37.0% | +0.3% | +9.2% |
| 3Y | +201.8% | +260.1% | -58.3% | +11.4% |
| 5Y | -1.6% | +262.6% | -264.1% | -59.9% |
| All | -1.6% | +258.2% | -259.8% | -59.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling