+26.2%
UPS vs CLSK
+36.0%
-9.8%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +6.8% | -6.5% | +0.1% |
| 7D | -2.0% | +7.7% | -9.7% | -2.2% |
| 30D | -2.0% | +12.2% | -14.2% | -2.4% |
| 3M | -6.2% | -15.5% | +9.2% | -5.9% |
| 6M | +2.8% | +39.3% | -36.6% | +1.9% |
| YTD | +5.9% | +35.1% | -29.2% | +4.5% |
| 1Y | +26.2% | +34.0% | -7.8% | +18.5% |
| All | +26.2% | +36.0% | -9.8% | +18.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling