-56.3%
CLSK vs BURL
-10.6%
-45.7%
-69.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.3% | -3.7% | -4.8% |
| 7D | -19.4% | +5.9% | -25.2% | -19.5% |
| 30D | -37.4% | -8.3% | -29.1% | -36.4% |
| 3M | -43.3% | -31.6% | -11.7% | -40.4% |
| 6M | -53.7% | -16.6% | -37.1% | -53.6% |
| YTD | -35.1% | -12.1% | -23.0% | -33.3% |
| 1Y | -56.3% | -10.0% | -46.3% | -54.4% |
| All | -56.3% | -10.6% | -45.7% | -54.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling