+149.6%
GOOGL vs CLSK
+211.4%
-61.8%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +6.8% | -5.0% | +1.3% |
| 7D | 0.0% | +7.7% | -7.7% | -0.5% |
| 30D | -1.4% | +12.2% | -13.6% | -2.4% |
| 3M | -5.3% | -15.5% | +10.1% | -4.9% |
| 6M | +9.8% | +39.3% | -29.6% | +5.9% |
| YTD | +8.4% | +35.1% | -26.7% | +4.0% |
| 1Y | +41.2% | +34.0% | +7.2% | +34.0% |
| 3Y | +149.6% | +226.3% | -76.7% | +111.0% |
| All | +149.6% | +211.4% | -61.8% | +111.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling