-0.3%
META vs CLSK
-55.3%
+55.0%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +8.5% | -7.6% | +0.4% |
| 7D | -0.8% | -19.7% | +18.9% | -0.2% |
| 30D | -15.4% | -46.5% | +31.1% | -14.3% |
| 3M | +3.5% | -51.7% | +55.2% | +5.0% |
| 6M | -0.3% | -57.5% | +57.2% | +4.2% |
| All | -0.3% | -55.3% | +55.0% | +4.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling