+310.7%
SPY vs CLSK
-61.4%
+372.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +6.2% | -6.8% | -0.6% |
| 7D | +0.5% | +21.9% | -21.3% | +0.2% |
| 30D | -0.9% | +9.6% | -10.5% | -1.1% |
| 3M | +3.9% | -18.4% | +22.3% | +4.0% |
| 6M | +14.5% | +46.4% | -31.8% | +13.6% |
| YTD | +12.9% | +33.2% | -20.3% | +12.0% |
| 1Y | +19.4% | +47.0% | -27.6% | +18.0% |
| 3Y | +78.5% | +206.4% | -127.9% | +73.2% |
| 5Y | +81.8% | +5.4% | +76.4% | +76.2% |
| All | +310.7% | -61.4% | +372.0% | +296.4% |
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