+106.1%
T vs CLSK
+191.6%
-85.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.6% | +5.2% | +1.5% |
| 7D | -2.4% | +1.7% | -4.2% | -2.4% |
| 30D | +4.3% | +11.1% | -6.8% | +4.5% |
| 3M | +11.6% | -14.1% | +25.6% | +11.6% |
| 6M | -5.6% | +32.9% | -38.5% | -4.8% |
| YTD | +6.6% | +26.5% | -19.9% | +7.5% |
| 1Y | -8.4% | +27.6% | -36.0% | -7.4% |
| All | +106.1% | +191.6% | -85.4% | +99.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling