+33.3%
ORCL vs CLSK
+196.3%
-163.0%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +6.2% | -3.9% | +1.6% |
| 7D | +15.0% | +21.9% | -6.9% | +12.4% |
| 30D | +10.5% | +9.6% | +0.9% | +9.0% |
| 3M | -23.0% | -18.4% | -4.6% | -22.0% |
| 6M | +7.0% | +46.4% | -39.4% | +1.6% |
| YTD | -15.8% | +33.2% | -49.0% | -19.9% |
| 1Y | -31.1% | +47.0% | -78.1% | -35.6% |
| 3Y | +33.3% | +206.4% | -173.1% | +19.7% |
| All | +33.3% | +196.3% | -163.0% | +19.7% |
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 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