+10.3%
SLV vs CLSK
-58.7%
+69.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -16.6% | +21.7% | +8.6% |
| 7D | -3.9% | -20.7% | +16.9% | +0.3% |
| 30D | -14.5% | -45.5% | +31.1% | -3.0% |
| 3M | -12.4% | -52.0% | +39.6% | +1.4% |
| 6M | -28.5% | -47.0% | +18.5% | -20.6% |
| YTD | -26.8% | -32.8% | +6.0% | -22.7% |
| 1Y | +10.3% | -58.1% | +68.4% | +21.5% |
| All | +10.3% | -58.7% | +69.1% | +21.5% |
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