-35.7%
U vs CLSK
+31.9%
-67.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +6.8% | -2.3% | +2.7% |
| 7D | +5.5% | +7.7% | -2.2% | +3.4% |
| 30D | -1.3% | +12.2% | -13.5% | -5.2% |
| 3M | +64.6% | -15.5% | +80.0% | +67.0% |
| 6M | +119.4% | +39.3% | +80.0% | +91.0% |
| YTD | -0.5% | +35.1% | -35.6% | -14.2% |
| 1Y | +1.3% | +34.0% | -32.7% | -15.8% |
| 3Y | +15.6% | +226.3% | -210.6% | -45.7% |
| 5Y | -67.5% | +6.4% | -73.8% | -82.7% |
| All | -35.7% | +31.9% | -67.6% | -70.2% |
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 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