+0.8%
META vs CLSK
-58.7%
+59.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -16.6% | +18.0% | +2.2% |
| 7D | +2.9% | -20.7% | +23.6% | +3.8% |
| 30D | -15.1% | -45.5% | +30.4% | -13.1% |
| 3M | +7.2% | -52.0% | +59.2% | +10.1% |
| 6M | +3.4% | -47.0% | +50.3% | +5.6% |
| YTD | -4.3% | -32.8% | +28.5% | -5.0% |
| 1Y | +0.8% | -58.1% | +58.8% | +3.5% |
| All | +0.8% | -58.7% | +59.5% | +3.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling