+975.7%
TER vs CLSK
-80.9%
+1,056.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.8% | -2.6% | -5.3% |
| 7D | +14.4% | +8.0% | +6.4% | +14.1% |
| 30D | -30.6% | -27.9% | -2.7% | -29.6% |
| 3M | -39.2% | -42.3% | +3.1% | -37.9% |
| 6M | -31.3% | -50.0% | +18.7% | -29.4% |
| YTD | +29.1% | -34.3% | +63.4% | +31.4% |
| 1Y | +47.4% | -44.5% | +91.9% | +50.6% |
| 3Y | +191.2% | +74.5% | +116.7% | +185.6% |
| 5Y | +74.0% | -69.0% | +142.9% | +71.5% |
| All | +975.7% | -80.9% | +1,056.7% | +968.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling