+77.4%
IBM vs CLSK
+202.5%
-125.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.5% | +4.9% | +3.4% |
| 7D | +3.6% | +17.2% | -13.7% | +2.9% |
| 30D | +1.5% | +14.6% | -13.0% | +0.9% |
| 3M | -12.9% | -16.8% | +3.9% | -12.6% |
| 6M | -3.9% | +38.2% | -42.1% | -6.2% |
| YTD | -17.3% | +31.2% | -48.6% | -19.6% |
| 1Y | -5.0% | +37.3% | -42.3% | -8.4% |
| All | +77.4% | +202.5% | -125.1% | +59.9% |
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