+7.8%
NBIS vs CLSK
-17.6%
+25.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -3.6% | -1.5% | -1.9% |
| 7D | +8.3% | +1.7% | +6.6% | +6.9% |
| 30D | +18.1% | +11.1% | +6.9% | +5.9% |
| 3M | +7.8% | -14.1% | +21.9% | +23.1% |
| All | +7.8% | -17.6% | +25.3% | +23.1% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling