-55.1%
CLSK vs AVTR
+1.1%
-56.2%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.4% | +0.9% | -0.4% |
| 7D | +17.2% | +1.6% | +15.6% | +16.6% |
| 30D | +14.6% | +8.4% | +6.2% | +10.8% |
| 3M | -16.8% | +50.2% | -67.0% | -32.9% |
| 6M | +38.2% | +82.6% | -44.4% | +1.2% |
| YTD | +31.2% | +29.8% | +1.4% | +12.4% |
| 1Y | +37.3% | +16.0% | +21.4% | +19.2% |
| 3Y | +201.8% | -26.4% | +228.3% | +219.3% |
| 5Y | -1.6% | -64.5% | +62.9% | +41.7% |
| All | -55.1% | +1.1% | -56.2% | -41.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling