+319.2%
COP vs CLSK
-60.8%
+380.0%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +6.8% | -6.6% | +0.2% |
| 7D | +2.3% | +7.7% | -5.4% | +2.2% |
| 30D | +8.6% | +12.2% | -3.6% | +8.5% |
| 3M | +19.9% | -15.5% | +35.3% | +19.9% |
| 6M | +19.0% | +39.3% | -20.3% | +18.5% |
| YTD | +50.0% | +35.1% | +14.9% | +49.2% |
| 1Y | +50.5% | +34.0% | +16.5% | +49.5% |
| 3Y | +25.2% | +226.3% | -201.0% | +22.7% |
| 5Y | +194.3% | +6.4% | +187.9% | +188.4% |
| All | +319.2% | -60.8% | +380.0% | +320.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling