+424.1%
LIN vs CLSK
-80.2%
+504.3%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +12.2% | -11.2% | +0.8% |
| 7D | +0.1% | -3.4% | +3.5% | +0.1% |
| 30D | +7.6% | -34.2% | +41.7% | +8.1% |
| 3M | +6.5% | -43.8% | +50.4% | +7.2% |
| 6M | +6.2% | -51.3% | +57.5% | +6.9% |
| YTD | +23.2% | -31.7% | +55.0% | +23.2% |
| 1Y | +25.4% | -55.6% | +81.0% | +26.0% |
| 3Y | +38.3% | +87.3% | -49.0% | +34.1% |
| 5Y | +64.4% | -67.6% | +132.0% | +60.7% |
| All | +424.1% | -80.2% | +504.3% | +395.0% |
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 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