-8.0%
CLSK vs BURL
-11.0%
+2.9%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.6% | -1.7% | -0.7% |
| 7D | +8.8% | -2.8% | +11.6% | +10.5% |
| 30D | -6.0% | -28.2% | +22.2% | +13.2% |
| 3M | -24.4% | -17.6% | -6.8% | -16.9% |
| 6M | +19.0% | -11.8% | +30.8% | +24.0% |
| YTD | +25.4% | -8.1% | +33.5% | +26.9% |
| 1Y | +39.8% | -12.0% | +51.7% | +41.2% |
| 3Y | +177.7% | +63.3% | +114.4% | +79.3% |
| All | -8.0% | -11.0% | +2.9% | -14.5% |
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