+292.2%
TER vs CLSK
+202.5%
+89.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.5% | +4.6% | +3.4% |
| 7D | +12.4% | +17.2% | -4.9% | +8.5% |
| 30D | +5.1% | +14.6% | -9.4% | +1.9% |
| 3M | +4.0% | -16.8% | +20.8% | +7.2% |
| 6M | +29.5% | +38.2% | -8.7% | +22.2% |
| YTD | +98.5% | +31.2% | +67.2% | +87.2% |
| 1Y | +234.1% | +37.3% | +196.8% | +206.5% |
| All | +292.2% | +202.5% | +89.7% | +198.0% |
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