+951.2%
COHR vs CLSK
-60.8%
+1,012.0%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +6.8% | -2.6% | +3.9% |
| 7D | +8.3% | +7.7% | +0.6% | +8.0% |
| 30D | -14.1% | +12.2% | -26.4% | -14.6% |
| 3M | -16.0% | -15.5% | -0.5% | -15.4% |
| 6M | +21.5% | +39.3% | -17.9% | +19.8% |
| YTD | +65.4% | +35.1% | +30.4% | +63.1% |
| 1Y | +195.0% | +34.0% | +161.0% | +189.9% |
| 3Y | +830.2% | +226.3% | +603.9% | +778.7% |
| 5Y | +397.1% | +6.4% | +390.7% | +371.4% |
| All | +951.2% | -60.8% | +1,012.0% | +844.9% |
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