+108.3%
META vs CLSK
+182.0%
-73.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | +0.9% |
| 7D | +6.7% | +8.8% | -2.1% | +6.0% |
| 30D | +4.8% | -6.0% | +10.8% | +5.0% |
| 3M | -1.6% | -24.4% | +22.7% | -0.3% |
| 6M | -7.5% | +19.0% | -26.5% | -10.0% |
| YTD | -6.4% | +25.4% | -31.8% | -10.1% |
| 1Y | -17.3% | +39.8% | -57.1% | -22.2% |
| All | +108.3% | +182.0% | -73.7% | +79.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling