+374.0%
CSCO vs CLSK
-60.8%
+434.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +6.8% | -2.4% | +4.3% |
| 7D | +2.7% | +7.7% | -5.0% | +2.6% |
| 30D | -9.5% | +12.2% | -21.7% | -9.6% |
| 3M | -7.6% | -15.5% | +7.8% | -7.6% |
| 6M | +44.9% | +39.3% | +5.5% | +44.2% |
| YTD | +47.7% | +35.1% | +12.6% | +46.8% |
| 1Y | +69.1% | +34.0% | +35.1% | +67.9% |
| 3Y | +113.5% | +226.3% | -112.7% | +109.0% |
| 5Y | +122.8% | +6.4% | +116.4% | +117.8% |
| All | +374.0% | -60.8% | +434.9% | +364.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling