+261.2%
SLV vs CLSK
-60.8%
+322.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +6.8% | -5.7% | +1.0% |
| 7D | -2.8% | +7.7% | -10.6% | -3.0% |
| 30D | -1.6% | +12.2% | -13.8% | -1.8% |
| 3M | -4.4% | -15.5% | +11.0% | -4.3% |
| 6M | -25.4% | +39.3% | -64.7% | -25.9% |
| YTD | -9.8% | +35.1% | -44.9% | -10.3% |
| 1Y | +53.8% | +34.0% | +19.8% | +52.6% |
| 3Y | +174.7% | +226.3% | -51.6% | +167.5% |
| 5Y | +164.3% | +6.4% | +157.9% | +157.5% |
| All | +261.2% | -60.8% | +322.0% | +242.0% |
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