+28.9%
UPS vs CLSK
-61.9%
+90.9%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.2% | -1.2% |
| 7D | -3.7% | +17.2% | -20.9% | -3.9% |
| 30D | -3.7% | +14.6% | -18.3% | -3.9% |
| 3M | -6.6% | -16.8% | +10.3% | -6.5% |
| 6M | +2.6% | +38.2% | -35.6% | +2.0% |
| YTD | +4.8% | +31.2% | -26.4% | +4.1% |
| 1Y | +25.3% | +37.3% | -12.1% | +24.1% |
| 3Y | -26.9% | +201.8% | -228.7% | -28.8% |
| 5Y | -33.5% | -1.6% | -31.9% | -35.4% |
| All | +28.9% | -61.9% | +90.9% | +26.5% |
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 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