+52.0%
V vs CLSK
+202.5%
-150.5%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.1% | -0.3% |
| 7D | -2.9% | +17.2% | -20.1% | -3.3% |
| 30D | +1.9% | +14.6% | -12.7% | +1.5% |
| 3M | +13.2% | -16.8% | +30.1% | +13.5% |
| 6M | +16.7% | +38.2% | -21.5% | +14.8% |
| YTD | +5.4% | +31.2% | -25.8% | +3.3% |
| 1Y | +7.7% | +37.3% | -29.7% | +4.7% |
| All | +52.0% | +202.5% | -150.5% | +37.4% |
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