-14.7%
SHOP vs CLSK
-4.8%
-9.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.6% | +3.5% | +0.8% |
| 7D | -13.2% | +1.7% | -15.0% | -13.8% |
| 30D | -17.0% | +11.1% | -28.2% | -20.0% |
| 3M | +17.0% | -14.1% | +31.1% | +16.8% |
| 6M | -2.1% | +32.9% | -35.1% | -14.6% |
| YTD | -21.4% | +26.5% | -47.8% | -32.5% |
| 1Y | -11.0% | +27.6% | -38.6% | -26.9% |
| 3Y | +100.9% | +190.9% | -90.0% | -17.2% |
| 5Y | -14.7% | -0.4% | -14.3% | -59.6% |
| All | -14.7% | -4.8% | -9.9% | -59.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling