+68.5%
COST vs CLSK
+211.4%
-142.9%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +6.8% | -6.5% | +0.2% |
| 7D | -1.2% | +7.7% | -8.9% | -1.3% |
| 30D | -4.7% | +12.2% | -17.0% | -4.9% |
| 3M | -7.1% | -15.5% | +8.3% | -6.9% |
| 6M | -8.5% | +39.3% | -47.9% | -9.7% |
| YTD | +5.4% | +35.1% | -29.7% | +3.8% |
| 1Y | -5.6% | +34.0% | -39.6% | -7.3% |
| 3Y | +68.5% | +226.3% | -157.8% | +53.5% |
| All | +68.5% | +211.4% | -142.9% | +53.5% |
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