+103.9%
F vs CLSK
-63.6%
+167.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.6% | +1.4% |
| 7D | +5.3% | +8.8% | -3.5% | +5.1% |
| 30D | +4.6% | -6.0% | +10.6% | +4.7% |
| 3M | -3.7% | -24.4% | +20.7% | -3.2% |
| 6M | +16.8% | +19.0% | -2.2% | +15.8% |
| YTD | +15.3% | +25.4% | -10.1% | +13.9% |
| 1Y | +31.0% | +39.8% | -8.8% | +28.5% |
| 3Y | +45.4% | +177.7% | -132.2% | +37.8% |
| 5Y | +54.7% | -11.0% | +65.7% | +46.8% |
| All | +103.9% | -63.6% | +167.6% | +84.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling