+466.8%
META vs CLSK
-61.9%
+528.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -1.5% | +8.0% | +6.6% |
| 7D | +10.3% | +17.2% | -6.9% | +9.8% |
| 30D | +9.9% | +14.6% | -4.7% | +9.4% |
| 3M | +11.9% | -16.8% | +28.8% | +12.1% |
| 6M | +1.2% | +38.2% | -37.0% | -0.1% |
| YTD | -0.8% | +31.2% | -32.0% | -2.2% |
| 1Y | -14.3% | +37.3% | -51.7% | -15.9% |
| 3Y | +121.4% | +201.8% | -80.5% | +109.5% |
| 5Y | +74.5% | -1.6% | +76.0% | +65.3% |
| All | +466.8% | -61.9% | +528.8% | +420.0% |
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 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