+95.1%
META vs CLSK
+33.6%
+61.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +8.5% | -7.6% | +0.2% |
| 7D | -0.8% | -19.7% | +18.9% | +0.5% |
| 30D | -15.4% | -46.5% | +31.1% | -11.9% |
| 3M | +3.5% | -51.7% | +55.2% | +8.2% |
| 6M | -0.3% | -57.5% | +57.2% | +4.5% |
| YTD | -7.3% | -39.1% | +31.8% | -6.7% |
| 1Y | -1.1% | -60.0% | +58.9% | +2.4% |
| 3Y | +95.1% | +42.9% | +52.1% | +94.5% |
| All | +95.1% | +33.6% | +61.4% | +94.5% |
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