-19.4%
CLSK vs ADVB
-97.4%
+78.0%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +2.9% | -7.8% | -5.1% |
| 7D | -19.4% | -4.1% | -15.3% | -19.1% |
| 30D | -37.4% | -60.3% | +22.9% | -34.3% |
| 3M | -43.3% | -73.3% | +30.0% | -39.8% |
| 6M | -53.7% | -65.9% | +12.2% | -54.2% |
| YTD | -35.1% | -63.9% | +28.8% | -37.4% |
| 1Y | -56.3% | -74.1% | +17.9% | -56.7% |
| All | -19.4% | -97.4% | +78.0% | +7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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