+384.6%
NVDA vs CLSK
+211.4%
+173.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.8% | -6.8% | -1.0% |
| 7D | -5.1% | +7.7% | -12.9% | -6.2% |
| 30D | -2.5% | +12.2% | -14.7% | -4.3% |
| 3M | +6.7% | -15.5% | +22.1% | +7.9% |
| 6M | +17.6% | +39.3% | -21.7% | +10.3% |
| YTD | +17.3% | +35.1% | -17.8% | +9.3% |
| 1Y | +23.5% | +34.0% | -10.5% | +12.0% |
| 3Y | +384.6% | +226.3% | +158.4% | +293.9% |
| All | +384.6% | +211.4% | +173.2% | +293.9% |
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