+194.3%
NOK vs CLSK
+211.4%
-17.1%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +6.8% | -2.0% | +4.2% |
| 7D | +11.0% | +7.7% | +3.2% | +10.2% |
| 30D | +7.8% | +12.2% | -4.4% | +6.6% |
| 3M | -21.0% | -15.5% | -5.5% | -20.4% |
| 6M | +40.9% | +39.3% | +1.5% | +37.2% |
| YTD | +72.0% | +35.1% | +36.9% | +66.8% |
| 1Y | +140.9% | +34.0% | +106.9% | +131.8% |
| 3Y | +194.3% | +226.3% | -32.0% | +148.2% |
| All | +194.3% | +211.4% | -17.1% | +148.2% |
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