-58.1%
CLSK vs AVTR
+37.4%
-95.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +0.4% | -16.9% | -16.7% |
| 7D | -20.7% | -6.2% | -14.5% | -19.6% |
| 30D | -45.5% | -1.0% | -44.5% | -45.4% |
| 3M | -52.0% | +14.4% | -66.4% | -53.5% |
| 6M | -47.0% | +95.9% | -142.8% | -60.4% |
| YTD | -32.8% | +36.6% | -69.4% | -43.5% |
| 1Y | -58.1% | +35.1% | -93.2% | -64.0% |
| All | -58.1% | +37.4% | -95.5% | -64.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AVTR.
Daily Out/Under-Performance
Portfolio return minus AVTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVTR 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 1y: compounded portfolio wealth divided by compounded AVTR 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…
1y analysis · Full analysis span regression · 6 months rolling