+312.2%
COP vs CLSK
-61.4%
+373.5%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +6.2% | -5.6% | +0.5% |
| 7D | -0.8% | +21.9% | -22.7% | -1.0% |
| 30D | +15.6% | +9.6% | +6.0% | +15.5% |
| 3M | +14.3% | -18.4% | +32.7% | +14.4% |
| 6M | +17.0% | +46.4% | -29.4% | +16.4% |
| YTD | +47.4% | +33.2% | +14.2% | +46.7% |
| 1Y | +52.4% | +47.0% | +5.4% | +51.3% |
| 3Y | +20.8% | +206.4% | -185.5% | +18.5% |
| 5Y | +191.7% | +5.4% | +186.3% | +185.9% |
| All | +312.2% | -61.4% | +373.5% | +313.0% |
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 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