+187.0%
SLV vs CLSK
+202.5%
-15.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.5% | +3.8% | +2.4% |
| 7D | +2.8% | +17.2% | -14.4% | +1.4% |
| 30D | +2.2% | +14.6% | -12.4% | +1.0% |
| 3M | +2.9% | -16.8% | +19.7% | +3.7% |
| 6M | -22.4% | +38.2% | -60.6% | -24.7% |
| YTD | -5.7% | +31.2% | -37.0% | -8.2% |
| 1Y | +63.3% | +37.3% | +26.0% | +57.8% |
| All | +187.0% | +202.5% | -15.5% | +177.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling