+51.1%
NEM vs CLSK
-58.7%
+109.8%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -16.6% | +26.5% | +12.9% |
| 7D | +3.7% | -20.7% | +24.4% | +7.4% |
| 30D | +2.0% | -45.5% | +47.5% | +14.0% |
| 3M | +21.1% | -52.0% | +73.1% | +38.0% |
| 6M | +9.5% | -47.0% | +56.5% | +20.3% |
| YTD | +19.1% | -32.8% | +51.9% | +22.9% |
| 1Y | +51.1% | -58.1% | +109.2% | +65.4% |
| All | +51.1% | -58.7% | +109.8% | +65.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling