+7.9%
QCOM vs CLSK
+35.0%
-27.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | 0.0% |
| 7D | +3.3% | +8.8% | -5.5% | +2.0% |
| 30D | +7.7% | -6.0% | +13.7% | +8.2% |
| 3M | -30.1% | -24.4% | -5.7% | -27.8% |
| 6M | +22.8% | +19.0% | +3.8% | +19.0% |
| YTD | +0.2% | +25.4% | -25.2% | -4.2% |
| 1Y | +7.9% | +39.8% | -31.9% | +4.9% |
| All | +7.9% | +35.0% | -27.1% | +4.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling