+1,503.8%
TER vs CLSK
-61.4%
+1,565.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +6.2% | -2.0% | +4.0% |
| 7D | +11.0% | +21.9% | -10.9% | +10.1% |
| 30D | -1.9% | +9.6% | -11.5% | -2.2% |
| 3M | -0.7% | -18.4% | +17.7% | 0.0% |
| 6M | +36.4% | +46.4% | -10.0% | +34.8% |
| YTD | +92.4% | +33.2% | +59.2% | +90.6% |
| 1Y | +213.5% | +47.0% | +166.5% | +208.7% |
| 3Y | +277.2% | +206.4% | +70.9% | +260.7% |
| 5Y | +219.1% | +5.4% | +213.7% | +205.1% |
| All | +1,503.8% | -61.4% | +1,565.2% | +1,449.6% |
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