-6.4%
T vs CLSK
-58.7%
+52.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -16.6% | +18.6% | +1.3% |
| 7D | +5.5% | -20.7% | +26.2% | +4.5% |
| 30D | -8.9% | -45.5% | +36.6% | -11.1% |
| 3M | -5.6% | -52.0% | +46.4% | -8.1% |
| 6M | -14.3% | -47.0% | +32.7% | -15.7% |
| YTD | -7.9% | -32.8% | +24.9% | -8.2% |
| 1Y | -6.4% | -58.1% | +51.7% | -7.2% |
| All | -6.4% | -58.7% | +52.3% | -7.2% |
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