+13.6%
QCOM vs CLSK
+27.9%
-14.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.6% | +3.9% | +0.8% |
| 7D | +4.9% | +1.7% | +3.2% | +4.6% |
| 30D | +9.3% | +11.1% | -1.8% | +7.1% |
| 3M | -7.0% | -14.1% | +7.1% | -5.9% |
| 6M | +32.0% | +32.9% | -0.9% | +26.5% |
| YTD | +5.0% | +26.5% | -21.5% | +0.2% |
| 1Y | +13.6% | +27.6% | -14.0% | +10.7% |
| All | +13.6% | +27.9% | -14.3% | +10.7% |
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 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