+226.3%
CLSK vs AVTR
-27.0%
+253.2%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -0.5% | +7.3% | +7.0% |
| 7D | +7.7% | -1.1% | +8.8% | +8.2% |
| 30D | +12.2% | +6.3% | +5.9% | +9.8% |
| 3M | -15.5% | +53.3% | -68.8% | -31.3% |
| 6M | +39.3% | +78.6% | -39.3% | +5.2% |
| YTD | +35.1% | +29.2% | +5.8% | +17.3% |
| 1Y | +34.0% | +13.8% | +20.2% | +18.0% |
| 3Y | +226.3% | -27.4% | +253.7% | +233.8% |
| All | +226.3% | -27.0% | +253.2% | +233.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling