+29.8%
SNOW vs CLSK
+28.6%
+1.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.6% | +3.1% | +0.2% |
| 7D | -7.5% | +1.7% | -9.3% | -7.9% |
| 30D | -1.3% | +11.1% | -12.4% | -3.8% |
| 3M | +37.4% | -14.1% | +51.5% | +38.7% |
| 6M | +88.1% | +32.9% | +55.1% | +71.6% |
| YTD | +50.3% | +26.5% | +23.8% | +36.2% |
| 1Y | +46.0% | +27.6% | +18.4% | +27.3% |
| 3Y | +98.7% | +190.9% | -92.2% | +10.5% |
| 5Y | +3.5% | -0.4% | +3.9% | -37.8% |
| All | +29.8% | +28.6% | +1.2% | -23.0% |
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 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