+565.0%
ON vs CLSK
-60.8%
+625.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +6.8% | +1.7% | +8.2% |
| 7D | +2.4% | +7.7% | -5.4% | +2.1% |
| 30D | -8.6% | +12.2% | -20.9% | -9.1% |
| 3M | -34.3% | -15.5% | -18.9% | -34.1% |
| 6M | +28.5% | +39.3% | -10.8% | +26.6% |
| YTD | +40.6% | +35.1% | +5.5% | +38.3% |
| 1Y | +55.3% | +34.0% | +21.3% | +52.1% |
| 3Y | -22.2% | +226.3% | -248.4% | -27.2% |
| 5Y | +62.4% | +6.4% | +56.0% | +52.7% |
| All | +565.0% | -60.8% | +625.8% | +488.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling