+107.7%
COST vs CLSK
+6.4%
+101.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +6.8% | -6.5% | 0.0% |
| 7D | -1.2% | +7.7% | -8.9% | -1.5% |
| 30D | -4.7% | +12.2% | -17.0% | -5.4% |
| 3M | -7.1% | -15.5% | +8.3% | -6.9% |
| 6M | -8.5% | +39.3% | -47.9% | -11.0% |
| YTD | +5.4% | +35.1% | -29.7% | +2.1% |
| 1Y | -5.6% | +34.0% | -39.6% | -9.4% |
| 3Y | +68.5% | +226.3% | -157.8% | +38.3% |
| All | +107.7% | +6.4% | +101.3% | +67.5% |
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 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