+520.8%
ON vs CLSK
-61.4%
+582.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +6.2% | -10.7% | -4.7% |
| 7D | -2.2% | +21.9% | -24.0% | -3.0% |
| 30D | -12.4% | +9.6% | -22.0% | -12.8% |
| 3M | -41.2% | -18.4% | -22.8% | -40.9% |
| 6M | +25.0% | +46.4% | -21.4% | +22.9% |
| YTD | +31.3% | +33.2% | -1.9% | +29.1% |
| 1Y | +45.4% | +47.0% | -1.6% | +42.0% |
| 3Y | -27.4% | +206.4% | -233.8% | -31.9% |
| 5Y | +58.5% | +5.4% | +53.1% | +49.1% |
| All | +520.8% | -61.4% | +582.2% | +449.8% |
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 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