+1,381.0%
NET vs CLSK
-26.1%
+1,407.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -16.6% | +14.0% | +0.1% |
| 7D | -16.4% | -20.7% | +4.4% | -13.3% |
| 30D | -25.8% | -45.5% | +19.7% | -18.5% |
| 3M | -11.5% | -52.0% | +40.5% | -1.7% |
| 6M | +18.9% | -47.0% | +65.9% | +28.0% |
| YTD | +35.2% | -32.8% | +68.0% | +37.2% |
| 1Y | +14.5% | -58.1% | +72.5% | +24.2% |
| 3Y | +313.8% | +52.8% | +261.0% | +211.5% |
| 5Y | +32.6% | -69.0% | +101.6% | +7.9% |
| All | +1,381.0% | -26.1% | +1,407.1% | +1,078.5% |
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