+261.9%
INTC vs CLSK
-60.8%
+322.7%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +6.8% | -4.2% | +2.4% |
| 7D | +7.5% | +7.7% | -0.3% | +7.3% |
| 30D | +2.0% | +12.2% | -10.3% | +1.6% |
| 3M | -12.0% | -15.5% | +3.5% | -11.7% |
| 6M | +114.5% | +39.3% | +75.2% | +112.9% |
| YTD | +179.0% | +35.1% | +143.9% | +176.6% |
| 1Y | +318.3% | +34.0% | +284.3% | +314.2% |
| 3Y | +171.2% | +226.3% | -55.0% | +162.2% |
| 5Y | +107.6% | +6.4% | +101.2% | +100.7% |
| All | +261.9% | -60.8% | +322.7% | +239.9% |
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 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