+1,536.8%
TER vs CLSK
-60.8%
+1,597.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +6.8% | -4.2% | +2.3% |
| 7D | +6.4% | +7.7% | -1.4% | +6.1% |
| 30D | -5.7% | +12.2% | -17.9% | -6.1% |
| 3M | -0.4% | -15.5% | +15.1% | +0.1% |
| 6M | +25.8% | +39.3% | -13.5% | +24.6% |
| YTD | +96.4% | +35.1% | +61.3% | +94.4% |
| 1Y | +229.2% | +34.0% | +195.2% | +225.0% |
| 3Y | +288.1% | +226.3% | +61.9% | +270.5% |
| 5Y | +219.9% | +6.4% | +213.6% | +205.7% |
| All | +1,536.8% | -60.8% | +1,597.7% | +1,480.7% |
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