+30.3%
UPS vs CLSK
-60.8%
+91.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +6.8% | -6.5% | +0.2% |
| 7D | -2.0% | +7.7% | -9.7% | -2.1% |
| 30D | -2.0% | +12.2% | -14.2% | -2.1% |
| 3M | -6.2% | -15.5% | +9.2% | -6.2% |
| 6M | +2.8% | +39.3% | -36.6% | +2.2% |
| YTD | +5.9% | +35.1% | -29.2% | +5.2% |
| 1Y | +26.2% | +34.0% | -7.8% | +25.1% |
| 3Y | -26.0% | +226.3% | -252.3% | -28.1% |
| 5Y | -34.3% | +6.4% | -40.7% | -36.1% |
| All | +30.3% | -60.8% | +91.1% | +27.8% |
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