+395.4%
V vs CLSK
-60.8%
+456.2%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +6.8% | -5.9% | +0.8% |
| 7D | -1.2% | +7.7% | -9.0% | -1.3% |
| 30D | +3.1% | +12.2% | -9.2% | +2.9% |
| 3M | +16.3% | -15.5% | +31.8% | +16.4% |
| 6M | +20.4% | +39.3% | -19.0% | +19.8% |
| YTD | +6.3% | +35.1% | -28.8% | +5.6% |
| 1Y | +8.7% | +34.0% | -25.3% | +7.9% |
| 3Y | +53.3% | +226.3% | -173.0% | +50.0% |
| 5Y | +71.1% | +6.4% | +64.7% | +67.1% |
| All | +395.4% | -60.8% | +456.2% | +392.0% |
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