+69.6%
V vs CLSK
-4.8%
+74.3%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.6% | +3.6% | +0.1% |
| 7D | -3.0% | +1.7% | -4.8% | -3.2% |
| 30D | +1.2% | +11.1% | -9.9% | +0.5% |
| 3M | +13.9% | -14.1% | +28.0% | +14.1% |
| 6M | +17.2% | +32.9% | -15.7% | +13.9% |
| YTD | +5.3% | +26.5% | -21.1% | +1.9% |
| 1Y | +9.5% | +27.6% | -18.1% | +4.6% |
| 3Y | +51.9% | +190.9% | -139.0% | +23.8% |
| 5Y | +69.6% | -0.4% | +70.0% | +32.9% |
| All | +69.6% | -4.8% | +74.3% | +32.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling