+942.5%
CRDO vs CLSK
+211.4%
+731.2%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +6.8% | -5.2% | -0.2% |
| 7D | -4.5% | +7.7% | -12.2% | -6.5% |
| 30D | -39.2% | +12.2% | -51.5% | -41.5% |
| 3M | -38.5% | -15.5% | -23.0% | -36.4% |
| 6M | +40.6% | +39.3% | +1.2% | +27.7% |
| YTD | +13.2% | +35.1% | -21.8% | +2.0% |
| 1Y | +2.3% | +34.0% | -31.7% | -9.9% |
| 3Y | +942.5% | +226.3% | +716.3% | +640.5% |
| All | +942.5% | +211.4% | +731.2% | +640.5% |
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