+207.4%
COF vs CLSK
-60.8%
+268.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +6.8% | -6.2% | +0.4% |
| 7D | -5.1% | +7.7% | -12.9% | -5.3% |
| 30D | -6.0% | +12.2% | -18.3% | -6.4% |
| 3M | +14.8% | -15.5% | +30.3% | +15.0% |
| 6M | +15.3% | +39.3% | -24.0% | +14.0% |
| YTD | -13.0% | +35.1% | -48.1% | -14.2% |
| 1Y | -5.7% | +34.0% | -39.7% | -7.2% |
| 3Y | +118.1% | +226.3% | -108.1% | +108.9% |
| 5Y | +46.2% | +6.4% | +39.8% | +40.0% |
| All | +207.4% | -60.8% | +268.2% | +195.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CLSK.
Daily Out/Under-Performance
Portfolio return minus CLSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLSK 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 CLSK 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