+8.9%
CRCL vs CLSK
+42.2%
-33.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +6.8% | -6.5% | -2.5% |
| 7D | -11.2% | +7.7% | -18.9% | -14.3% |
| 30D | +27.1% | +12.2% | +14.9% | +20.3% |
| 3M | +9.6% | -15.5% | +25.1% | +14.6% |
| 6M | -19.7% | +39.3% | -59.0% | -33.2% |
| YTD | +14.2% | +35.1% | -20.8% | -5.4% |
| 1Y | -32.2% | +34.0% | -66.3% | -35.2% |
| All | +8.9% | +42.2% | -33.3% | +20.2% |
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