+83.6%
T vs CLSK
-60.8%
+144.4%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +6.8% | -4.8% | +2.0% |
| 7D | +1.5% | +7.7% | -6.2% | +1.5% |
| 30D | +7.5% | +12.2% | -4.8% | +7.4% |
| 3M | +14.8% | -15.5% | +30.3% | +14.8% |
| 6M | -1.7% | +39.3% | -41.1% | -1.9% |
| YTD | +8.7% | +35.1% | -26.4% | +8.5% |
| 1Y | -7.5% | +34.0% | -41.5% | -7.6% |
| 3Y | +110.2% | +226.3% | -116.0% | +108.2% |
| 5Y | +71.6% | +6.4% | +65.3% | +69.8% |
| All | +83.6% | -60.8% | +144.4% | +80.8% |
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