+65.4%
CLSK vs ADVB
-88.8%
+154.2%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -3.8% | +10.0% | +6.4% |
| 7D | +21.9% | -14.0% | +35.9% | +22.8% |
| 30D | +9.6% | +41.0% | -31.4% | +7.0% |
| 3M | -18.4% | +127.9% | -146.3% | -26.8% |
| 6M | +46.4% | +101.3% | -55.0% | +28.3% |
| YTD | +33.2% | +53.8% | -20.6% | +19.6% |
| 1Y | +47.0% | +4.4% | +42.6% | +34.8% |
| All | +65.4% | -88.8% | +154.2% | +105.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling