+51.1%
CSX vs CLSK
-48.8%
+99.9%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.8% | +2.1% | -0.6% |
| 7D | +6.0% | +8.0% | -2.0% | +5.7% |
| 30D | +7.8% | -27.9% | +35.7% | +8.7% |
| 3M | +4.1% | -42.3% | +46.4% | +5.5% |
| 6M | +17.9% | -50.0% | +67.9% | +19.6% |
| YTD | +44.9% | -34.3% | +79.2% | +42.8% |
| 1Y | +51.1% | -44.5% | +95.6% | +49.8% |
| All | +51.1% | -48.8% | +99.9% | +49.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling