+193.6%
COP vs CLSK
-4.8%
+198.4%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +9.0% |
| 3M | +15.0% | -14.1% | +29.1% | +15.2% |
| 6M | +21.8% | +32.9% | -11.2% | +19.3% |
| YTD | +49.6% | +26.5% | +23.1% | +46.4% |
| 1Y | +49.9% | +27.6% | +22.3% | +45.4% |
| 3Y | +22.6% | +190.9% | -168.3% | +8.4% |
| 5Y | +193.6% | -0.4% | +194.0% | +158.6% |
| All | +193.6% | -4.8% | +198.4% | +158.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling