+393.0%
V vs CLSK
-61.4%
+454.3%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +6.2% | -7.9% | -1.8% |
| 7D | -1.1% | +21.9% | -23.0% | -1.3% |
| 30D | +1.9% | +9.6% | -7.7% | +1.8% |
| 3M | +15.5% | -18.4% | +33.9% | +15.6% |
| 6M | +16.6% | +46.4% | -29.7% | +16.0% |
| YTD | +5.7% | +33.2% | -27.5% | +5.1% |
| 1Y | +8.6% | +47.0% | -38.4% | +7.7% |
| 3Y | +52.5% | +206.4% | -153.9% | +49.3% |
| 5Y | +67.1% | +5.4% | +61.7% | +63.3% |
| All | +393.0% | -61.4% | +454.3% | +389.6% |
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