+1,022.8%
NBIS vs CLSK
+8.6%
+1,014.2%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +6.8% | -8.4% | -5.3% |
| 7D | -0.8% | +7.7% | -8.5% | -4.8% |
| 30D | -13.4% | +12.2% | -25.6% | -19.4% |
| 3M | +1.0% | -15.5% | +16.5% | +10.7% |
| 6M | +100.5% | +39.3% | +61.2% | +67.1% |
| YTD | +168.3% | +35.1% | +133.2% | +125.2% |
| 1Y | +151.8% | +34.0% | +117.7% | +101.0% |
| All | +1,022.8% | +8.6% | +1,014.2% | +817.7% |
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