+456.6%
META vs CLSK
-81.2%
+537.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.9% | +4.9% | +0.1% |
| 7D | +3.3% | -19.4% | +22.7% | +3.8% |
| 30D | -10.8% | -37.4% | +26.6% | -9.8% |
| 3M | +7.9% | -43.3% | +51.2% | +9.2% |
| 6M | +5.4% | -53.7% | +59.1% | +7.0% |
| YTD | -2.6% | -35.1% | +32.5% | -2.3% |
| 1Y | +1.9% | -56.3% | +58.2% | +3.0% |
| 3Y | +97.0% | +75.7% | +21.3% | +89.0% |
| 5Y | +97.6% | -67.7% | +165.3% | +90.9% |
| All | +456.6% | -81.2% | +537.8% | +419.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling