+566.5%
NFLX vs CLSK
-61.4%
+627.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +6.2% | -8.1% | -2.0% |
| 7D | -5.0% | +21.9% | -26.9% | -5.3% |
| 30D | +3.5% | +9.6% | -6.0% | +3.3% |
| 3M | -7.1% | -18.4% | +11.3% | -7.0% |
| 6M | -22.5% | +46.4% | -68.8% | -23.2% |
| YTD | -18.1% | +33.2% | -51.3% | -19.0% |
| 1Y | -38.3% | +47.0% | -85.3% | -39.2% |
| 3Y | +73.4% | +206.4% | -133.0% | +66.9% |
| 5Y | +26.7% | +5.4% | +21.3% | +21.6% |
| All | +566.5% | -61.4% | +627.8% | +550.7% |
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