+122.0%
CSCO vs CLSK
+6.4%
+115.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +6.8% | -2.4% | +3.9% |
| 7D | +2.7% | +7.7% | -5.0% | +2.2% |
| 30D | -9.5% | +12.2% | -21.7% | -10.3% |
| 3M | -7.6% | -15.5% | +7.8% | -7.2% |
| 6M | +44.9% | +39.3% | +5.5% | +40.4% |
| YTD | +47.7% | +35.1% | +12.6% | +42.5% |
| 1Y | +69.1% | +34.0% | +35.1% | +61.4% |
| 3Y | +113.5% | +226.3% | -112.7% | +76.5% |
| All | +122.0% | +6.4% | +115.6% | +78.4% |
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 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