+269.0%
SLV vs CLSK
-61.4%
+330.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +6.2% | -7.0% | -0.9% |
| 7D | +2.5% | +21.9% | -19.4% | +2.2% |
| 30D | +3.3% | +9.6% | -6.3% | +3.1% |
| 3M | -3.6% | -18.4% | +14.8% | -3.4% |
| 6M | -21.8% | +46.4% | -68.2% | -22.4% |
| YTD | -7.8% | +33.2% | -41.0% | -8.4% |
| 1Y | +58.3% | +47.0% | +11.3% | +56.9% |
| 3Y | +182.6% | +206.4% | -23.8% | +175.4% |
| 5Y | +167.8% | +5.4% | +162.4% | +161.0% |
| All | +269.0% | -61.4% | +330.4% | +249.4% |
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