+785.9%
GOOG vs CLSK
-60.8%
+846.7%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +6.8% | -5.3% | +1.4% |
| 7D | 0.0% | +7.7% | -7.7% | -0.1% |
| 30D | -2.0% | +12.2% | -14.2% | -2.3% |
| 3M | -5.9% | -15.5% | +9.6% | -5.7% |
| 6M | +8.9% | +39.3% | -30.4% | +7.8% |
| YTD | +7.1% | +35.1% | -28.0% | +5.9% |
| 1Y | +39.7% | +34.0% | +5.7% | +37.7% |
| 3Y | +145.8% | +226.3% | -80.4% | +134.9% |
| 5Y | +138.6% | +6.4% | +132.2% | +128.1% |
| All | +785.9% | -60.8% | +846.7% | +716.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling