+245.3%
NEM vs CLSK
+211.4%
+33.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.8% | -6.3% | 0.0% |
| 7D | -1.0% | +7.7% | -8.7% | -1.6% |
| 30D | +7.8% | +12.2% | -4.4% | +6.8% |
| 3M | +30.2% | -15.5% | +45.7% | +30.9% |
| 6M | +9.6% | +39.3% | -29.7% | +6.9% |
| YTD | +27.8% | +35.1% | -7.3% | +24.6% |
| 1Y | +60.7% | +34.0% | +26.7% | +55.9% |
| 3Y | +245.3% | +226.3% | +19.0% | +180.8% |
| All | +245.3% | +211.4% | +33.9% | +180.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling