+32.9%
TSLA vs CLSK
+191.6%
-158.7%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.6% | +2.5% | -0.4% |
| 7D | -3.4% | +1.7% | -5.2% | -3.7% |
| 30D | +9.2% | +11.1% | -1.9% | +6.4% |
| 3M | -4.7% | -14.1% | +9.4% | -3.7% |
| 6M | -8.9% | +32.9% | -41.9% | -16.3% |
| YTD | -19.2% | +26.5% | -45.6% | -26.3% |
| 1Y | +4.5% | +27.6% | -23.1% | -8.4% |
| All | +32.9% | +191.6% | -158.7% | -15.2% |
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 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