+26.1%
COHR vs CLSK
-65.2%
+91.3%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.0% | -16.5% | +3.5% | -6.0% |
| 7D | -28.4% | -30.7% | +2.3% | -16.9% |
| 30D | -49.8% | -53.8% | +4.0% | -31.5% |
| 3M | -48.3% | -57.9% | +9.6% | -27.2% |
| 6M | -49.4% | -57.6% | +8.2% | -30.1% |
| YTD | -8.0% | -43.9% | +35.8% | +11.9% |
| 1Y | +26.1% | -65.7% | +91.8% | +72.5% |
| All | +26.1% | -65.2% | +91.3% | +72.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling