+252.8%
SPOT vs CLSK
-12.9%
+265.8%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +6.8% | -6.0% | +0.6% |
| 7D | -3.1% | +7.7% | -10.8% | -3.3% |
| 30D | +7.4% | +12.2% | -4.8% | +6.9% |
| 3M | +8.2% | -15.5% | +23.6% | +8.3% |
| 6M | +2.2% | +39.3% | -37.1% | +0.6% |
| YTD | -9.5% | +35.1% | -44.5% | -11.1% |
| 1Y | -23.8% | +34.0% | -57.9% | -25.5% |
| 3Y | +233.5% | +226.3% | +7.2% | +209.7% |
| 5Y | +112.2% | +6.4% | +105.8% | +97.8% |
| All | +252.8% | -12.9% | +265.8% | +237.0% |
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