+271.7%
ORCL vs CLSK
-80.4%
+352.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -1.0% |
| 7D | +10.4% | +20.4% | -10.0% | +10.0% |
| 30D | -11.2% | -32.6% | +21.4% | -10.6% |
| 3M | -16.8% | -43.8% | +27.1% | -15.9% |
| 6M | -31.5% | -49.2% | +17.7% | -30.7% |
| YTD | -33.9% | -32.4% | -1.5% | -33.6% |
| 1Y | -43.3% | -48.7% | +5.4% | -42.8% |
| 3Y | +16.5% | +82.9% | -66.4% | +15.3% |
| 5Y | +45.4% | -68.1% | +113.5% | +44.0% |
| All | +271.7% | -80.4% | +352.1% | +273.2% |
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