+194.8%
COHR vs CLSK
+35.0%
+159.8%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +0.9% | +5.7% | +6.3% |
| 7D | +1.0% | +8.8% | -7.9% | -2.1% |
| 30D | -14.1% | -6.0% | -8.1% | -12.8% |
| 3M | -33.2% | -24.4% | -8.8% | -28.3% |
| 6M | +2.5% | +19.0% | -16.5% | -3.8% |
| YTD | +52.7% | +25.4% | +27.3% | +38.6% |
| 1Y | +194.8% | +39.8% | +155.0% | +166.6% |
| All | +194.8% | +35.0% | +159.8% | +166.6% |
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 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