-67.9%
CLSK vs THC
+258.4%
-326.2%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.3% | -2.5% | -2.6% |
| 7D | +8.0% | +1.0% | +7.0% | +7.6% |
| 30D | -27.9% | +5.3% | -33.2% | -30.4% |
| 3M | -42.3% | +7.1% | -49.4% | -45.1% |
| 6M | -50.0% | +46.0% | -96.0% | -61.2% |
| YTD | -34.3% | +43.9% | -78.2% | -50.0% |
| 1Y | -44.5% | +45.4% | -89.9% | -57.8% |
| 3Y | +74.5% | +421.3% | -346.7% | -53.6% |
| All | -67.9% | +258.4% | -326.2% | -88.6% |
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