+37.5%
F vs CLSK
+196.3%
-158.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +6.2% | -10.5% | -4.8% |
| 7D | +1.2% | +21.9% | -20.7% | -0.9% |
| 30D | +1.2% | +9.6% | -8.4% | -0.1% |
| 3M | -5.7% | -18.4% | +12.7% | -4.7% |
| 6M | +17.9% | +46.4% | -28.4% | +11.9% |
| YTD | +10.4% | +33.2% | -22.8% | +4.7% |
| 1Y | +25.3% | +47.0% | -21.7% | +15.4% |
| 3Y | +37.5% | +206.4% | -168.9% | -0.4% |
| All | +37.5% | +196.3% | -158.8% | -0.4% |
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 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