+92.9%
QQQ vs CLSK
+211.4%
-118.4%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +6.8% | -5.9% | +0.3% |
| 7D | -0.6% | +7.7% | -8.3% | -1.2% |
| 30D | -1.2% | +12.2% | -13.5% | -2.5% |
| 3M | -0.2% | -15.5% | +15.3% | +0.4% |
| 6M | +17.9% | +39.3% | -21.4% | +13.4% |
| YTD | +16.6% | +35.1% | -18.4% | +11.6% |
| 1Y | +23.0% | +34.0% | -11.0% | +16.2% |
| 3Y | +92.9% | +226.3% | -133.3% | +61.8% |
| All | +92.9% | +211.4% | -118.4% | +61.8% |
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 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