+24.9%
COP vs CLSK
+191.6%
-166.6%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.6% | +4.0% | +0.5% |
| 7D | +1.0% | +1.7% | -0.8% | +0.9% |
| 30D | +9.6% | +11.1% | -1.6% | +9.2% |
| 3M | +15.0% | -14.1% | +29.1% | +15.2% |
| 6M | +21.8% | +32.9% | -11.2% | +19.8% |
| YTD | +49.6% | +26.5% | +23.1% | +47.1% |
| 1Y | +49.9% | +27.6% | +22.3% | +46.3% |
| All | +24.9% | +191.6% | -166.6% | +14.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling