-16.0%
NKE vs CLSK
-60.8%
+44.8%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.8% | -6.3% | +0.4% |
| 7D | -4.2% | +7.7% | -11.9% | -4.3% |
| 30D | -8.2% | +12.2% | -20.4% | -8.4% |
| 3M | -19.1% | -15.5% | -3.6% | -19.0% |
| 6M | -32.6% | +39.3% | -72.0% | -33.2% |
| YTD | -40.7% | +35.1% | -75.8% | -41.2% |
| 1Y | -48.9% | +34.0% | -82.9% | -49.4% |
| 3Y | -59.2% | +226.3% | -285.5% | -60.6% |
| 5Y | -75.3% | +6.4% | -81.7% | -76.2% |
| All | -16.0% | -60.8% | +44.8% | -19.1% |
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