+45.4%
NU vs CLSK
-11.8%
+57.2%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.6% | +3.7% | +0.9% |
| 7D | -4.2% | +1.7% | -6.0% | -4.6% |
| 30D | +10.0% | +11.1% | -1.1% | +7.0% |
| 3M | +29.3% | -14.1% | +43.4% | +30.8% |
| 6M | +0.9% | +32.9% | -32.0% | -7.6% |
| YTD | -10.3% | +26.5% | -36.8% | -18.6% |
| 1Y | -3.2% | +27.6% | -30.8% | -15.6% |
| 3Y | +120.6% | +190.9% | -70.4% | +12.4% |
| All | +45.4% | -11.8% | +57.2% | +6.0% |
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