+3,091.0%
SHOP vs CLSK
-60.8%
+3,151.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +6.8% | -5.1% | +1.4% |
| 7D | -11.2% | +7.7% | -19.0% | -11.6% |
| 30D | -14.4% | +12.2% | -26.6% | -14.9% |
| 3M | +16.6% | -15.5% | +32.0% | +16.8% |
| 6M | -0.6% | +39.3% | -39.9% | -2.9% |
| YTD | -20.0% | +35.1% | -55.1% | -22.1% |
| 1Y | -11.2% | +34.0% | -45.2% | -13.9% |
| 3Y | +99.5% | +226.3% | -126.8% | +82.1% |
| 5Y | -13.2% | +6.4% | -19.6% | -20.0% |
| All | +3,091.0% | -60.8% | +3,151.9% | +2,819.8% |
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 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