+52.0%
SNOW vs CLSK
+35.0%
+17.0%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.9% | -6.3% | -5.5% |
| 7D | +2.8% | +8.8% | -6.0% | +1.7% |
| 30D | +6.4% | -6.0% | +12.4% | +6.8% |
| 3M | +38.1% | -24.4% | +62.5% | +41.1% |
| 6M | +100.4% | +19.0% | +81.3% | +90.7% |
| YTD | +53.7% | +25.4% | +28.3% | +44.0% |
| 1Y | +52.0% | +39.8% | +12.2% | +49.4% |
| All | +52.0% | +35.0% | +17.0% | +49.4% |
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 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