+93.6%
F vs CLSK
-63.3%
+156.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -3.6% | +6.8% | +3.3% |
| 7D | -3.7% | +1.7% | -5.4% | -3.7% |
| 30D | -0.7% | +11.1% | -11.8% | -1.1% |
| 3M | -1.9% | -14.1% | +12.2% | -1.8% |
| 6M | +16.1% | +32.9% | -16.8% | +14.7% |
| YTD | +9.5% | +26.5% | -17.0% | +8.1% |
| 1Y | +27.2% | +27.6% | -0.4% | +25.1% |
| 3Y | +36.3% | +190.9% | -154.6% | +29.0% |
| 5Y | +49.3% | -0.4% | +49.7% | +41.5% |
| All | +93.6% | -63.3% | +156.9% | +75.2% |
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