+380.7%
NEM vs CLSK
-60.8%
+441.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.8% | -6.3% | +0.4% |
| 7D | -1.0% | +7.7% | -8.7% | -1.1% |
| 30D | +7.8% | +12.2% | -4.4% | +7.6% |
| 3M | +30.2% | -15.5% | +45.7% | +30.4% |
| 6M | +9.6% | +39.3% | -29.7% | +8.9% |
| YTD | +27.8% | +35.1% | -7.3% | +26.9% |
| 1Y | +60.7% | +34.0% | +26.7% | +59.3% |
| 3Y | +245.3% | +226.3% | +19.0% | +233.7% |
| 5Y | +155.3% | +6.4% | +149.0% | +146.8% |
| All | +380.7% | -60.8% | +441.5% | +343.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling