-80.2%
CLSK vs BURL
+242.0%
-322.2%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.9% | +4.3% | +4.8% |
| 7D | +1.6% | -0.8% | +2.4% | +2.3% |
| 30D | -32.9% | -4.4% | -28.5% | -32.1% |
| 3M | -40.0% | -28.6% | -11.4% | -32.5% |
| 6M | -51.7% | -12.3% | -39.4% | -50.5% |
| YTD | -31.7% | -11.3% | -20.4% | -30.5% |
| 1Y | -50.8% | -10.4% | -40.4% | -50.8% |
| 3Y | +84.8% | +96.1% | -11.3% | +35.2% |
| 5Y | -67.8% | -5.0% | -62.8% | -71.4% |
| All | -80.2% | +242.0% | -322.2% | -90.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 10y: compounded portfolio wealth divided by compounded BURL 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…
10y analysis · Full analysis span regression · 6 months rolling