+74.7%
CSX vs CLSK
+182.0%
-107.3%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.8% |
| 7D | -3.4% | +8.8% | -12.2% | -3.9% |
| 30D | -3.1% | -6.0% | +2.9% | -2.9% |
| 3M | +7.2% | -24.4% | +31.5% | +8.2% |
| 6M | +16.2% | +19.0% | -2.9% | +13.8% |
| YTD | +37.5% | +25.4% | +12.2% | +33.5% |
| 1Y | +53.2% | +39.8% | +13.5% | +46.6% |
| All | +74.7% | +182.0% | -107.3% | +55.1% |
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