+429.8%
LIN vs CLSK
-80.9%
+510.8%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.8% | +3.5% | +0.7% |
| 7D | +2.1% | +8.0% | -5.9% | +2.0% |
| 30D | +6.8% | -27.9% | +34.7% | +7.1% |
| 3M | +10.4% | -42.3% | +52.6% | +11.0% |
| 6M | +3.2% | -50.0% | +53.2% | +3.8% |
| YTD | +24.6% | -34.3% | +58.9% | +24.6% |
| 1Y | +24.4% | -44.5% | +68.9% | +24.6% |
| 3Y | +36.7% | +74.5% | -37.8% | +32.8% |
| 5Y | +67.0% | -69.0% | +136.0% | +63.3% |
| All | +429.8% | -80.9% | +510.8% | +400.7% |
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