+78.0%
V vs CLSK
+80.2%
-2.2%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.8% | +4.1% | +1.3% |
| 7D | +0.9% | +8.0% | -7.0% | +0.8% |
| 30D | +9.0% | -27.9% | +36.9% | +9.4% |
| 3M | +16.7% | -42.3% | +59.0% | +17.5% |
| 6M | +33.4% | -50.0% | +83.4% | +34.3% |
| YTD | +22.4% | -34.3% | +56.6% | +21.4% |
| 1Y | +27.7% | -44.5% | +72.2% | +27.1% |
| 3Y | +78.0% | +74.5% | +3.4% | +80.1% |
| All | +78.0% | +80.2% | -2.2% | +80.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling