+3,222.6%
SHOP vs CLSK
-61.4%
+3,284.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +6.2% | -13.8% | -7.9% |
| 7D | -4.1% | +21.9% | -26.0% | -5.0% |
| 30D | -11.5% | +9.6% | -21.1% | -12.0% |
| 3M | +21.1% | -18.4% | +39.5% | +21.4% |
| 6M | +3.0% | +46.4% | -43.4% | +0.3% |
| YTD | -16.7% | +33.2% | -49.9% | -18.8% |
| 1Y | -8.3% | +47.0% | -55.3% | -11.4% |
| 3Y | +112.8% | +206.4% | -93.5% | +94.7% |
| 5Y | -9.3% | +5.4% | -14.7% | -16.3% |
| All | +3,222.6% | -61.4% | +3,284.0% | +2,942.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling