+632.4%
GEV vs CLSK
-43.1%
+675.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +6.8% | -3.2% | +2.3% |
| 7D | +1.6% | +7.7% | -6.1% | +0.2% |
| 30D | -7.9% | +12.2% | -20.2% | -10.3% |
| 3M | +5.6% | -15.5% | +21.1% | +7.3% |
| 6M | +13.1% | +39.3% | -26.3% | +4.5% |
| YTD | +46.7% | +35.1% | +11.7% | +34.4% |
| 1Y | +51.3% | +34.0% | +17.3% | +34.6% |
| All | +632.4% | -43.1% | +675.6% | +566.4% |
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 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