+62.8%
META vs CLSK
-11.8%
+74.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | +0.9% |
| 7D | +6.7% | +8.8% | -2.1% | +5.4% |
| 30D | +4.8% | -6.0% | +10.8% | +5.1% |
| 3M | -1.6% | -24.4% | +22.7% | +0.5% |
| 6M | -7.5% | +19.0% | -26.5% | -12.1% |
| YTD | -6.4% | +25.4% | -31.8% | -13.2% |
| 1Y | -17.3% | +39.8% | -57.1% | -26.6% |
| 3Y | +109.9% | +177.7% | -67.8% | +30.5% |
| All | +62.8% | -11.8% | +74.6% | +5.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling