+772.5%
GOOG vs CLSK
-63.3%
+835.9%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.6% | +4.2% | +0.7% |
| 7D | -2.5% | +1.7% | -4.2% | -2.5% |
| 30D | -3.6% | +11.1% | -14.7% | -3.9% |
| 3M | -6.4% | -14.1% | +7.7% | -6.3% |
| 6M | +7.8% | +32.9% | -25.1% | +6.8% |
| YTD | +5.5% | +26.5% | -21.0% | +4.4% |
| 1Y | +38.3% | +27.6% | +10.7% | +36.4% |
| 3Y | +143.1% | +190.9% | -47.8% | +132.8% |
| 5Y | +135.0% | -0.4% | +135.4% | +125.0% |
| All | +772.5% | -63.3% | +835.9% | +705.5% |
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