+481.4%
NOW vs CLSK
-81.2%
+562.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.9% | +1.9% | -2.9% |
| 7D | -8.7% | -19.4% | +10.6% | -8.3% |
| 30D | -29.3% | -37.4% | +8.1% | -28.6% |
| 3M | -21.8% | -43.3% | +21.5% | -21.0% |
| 6M | +9.2% | -53.7% | +63.0% | +10.7% |
| YTD | -35.0% | -35.1% | +0.1% | -34.9% |
| 1Y | -42.5% | -56.3% | +13.8% | -42.0% |
| 3Y | -21.5% | +75.7% | -97.2% | -24.6% |
| 5Y | -25.8% | -67.7% | +41.9% | -28.3% |
| All | +481.4% | -81.2% | +562.5% | +466.0% |
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