+46.0%
F vs CLSK
+80.2%
-34.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.8% | +2.9% | +0.3% |
| 7D | -3.1% | +8.0% | -11.1% | -3.8% |
| 30D | 0.0% | -27.9% | +27.9% | +2.3% |
| 3M | -13.2% | -42.3% | +29.1% | -9.9% |
| 6M | -10.2% | -50.0% | +39.8% | -6.2% |
| YTD | -4.9% | -34.3% | +29.4% | -4.5% |
| 1Y | -6.1% | -44.5% | +38.4% | -4.7% |
| 3Y | +46.0% | +74.5% | -28.6% | +20.3% |
| All | +46.0% | +80.2% | -34.2% | +20.3% |
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