+230.7%
NVO vs CLSK
-60.8%
+291.5%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +6.8% | -8.9% | -2.2% |
| 7D | -7.6% | +7.7% | -15.3% | -7.6% |
| 30D | -6.0% | +12.2% | -18.2% | -6.1% |
| 3M | -0.8% | -15.5% | +14.7% | -0.7% |
| 6M | +16.5% | +39.3% | -22.9% | +16.0% |
| YTD | -11.1% | +35.1% | -46.2% | -11.5% |
| 1Y | -16.7% | +34.0% | -50.7% | -17.1% |
| 3Y | -52.9% | +226.3% | -279.2% | -53.4% |
| 5Y | -3.0% | +6.4% | -9.4% | -4.1% |
| All | +230.7% | -60.8% | +291.5% | +232.7% |
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