-72.3%
CLSK vs BURL
-17.2%
-55.2%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -1.6% | +10.0% | +9.4% |
| 7D | -19.7% | +4.1% | -23.8% | -22.2% |
| 30D | -46.5% | -9.5% | -37.1% | -44.1% |
| 3M | -51.7% | -33.5% | -18.2% | -40.3% |
| 6M | -57.5% | -22.1% | -35.4% | -53.2% |
| YTD | -39.1% | -14.6% | -24.6% | -37.0% |
| 1Y | -60.0% | -8.4% | -51.6% | -61.4% |
| 3Y | +42.9% | +86.6% | -43.6% | -17.9% |
| All | -72.3% | -17.2% | -55.2% | -75.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling