+52.4%
GEV vs CLSK
-58.7%
+111.1%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -16.6% | +7.3% | -5.2% |
| 7D | -5.1% | -20.7% | +15.6% | +0.1% |
| 30D | -15.8% | -45.5% | +29.7% | -3.6% |
| 3M | -18.2% | -52.0% | +33.8% | -4.3% |
| 6M | -22.4% | -47.0% | +24.6% | -12.7% |
| YTD | +27.7% | -32.8% | +60.5% | +34.5% |
| 1Y | +52.4% | -58.1% | +110.4% | +68.2% |
| All | +52.4% | -58.7% | +111.1% | +68.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling