+387.9%
NEM vs CLSK
-61.9%
+449.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.8% | +1.3% |
| 7D | +3.1% | +17.2% | -14.2% | +2.8% |
| 30D | +10.0% | +14.6% | -4.6% | +9.7% |
| 3M | +30.9% | -16.8% | +47.7% | +31.1% |
| 6M | +10.5% | +38.2% | -27.7% | +9.8% |
| YTD | +29.7% | +31.2% | -1.5% | +28.9% |
| 1Y | +71.1% | +37.3% | +33.8% | +69.6% |
| 3Y | +252.1% | +201.8% | +50.3% | +240.7% |
| 5Y | +157.7% | -1.6% | +159.3% | +149.4% |
| All | +387.9% | -61.9% | +449.8% | +349.9% |
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