+1.0%
NVDA vs CLSK
-58.7%
+59.7%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -16.6% | +13.4% | -0.4% |
| 7D | -7.1% | -20.7% | +13.7% | -3.8% |
| 30D | -16.2% | -45.5% | +29.3% | -8.1% |
| 3M | -5.5% | -52.0% | +46.5% | +5.1% |
| 6M | +1.1% | -47.0% | +48.0% | +9.6% |
| YTD | +7.6% | -32.8% | +40.4% | +10.9% |
| 1Y | +1.0% | -58.1% | +59.0% | +5.8% |
| All | +1.0% | -58.7% | +59.7% | +5.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling