+226.3%
CLSK vs EWZ
+46.3%
+180.0%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -1.0% | +7.8% | +8.0% |
| 7D | +7.7% | +0.9% | +6.9% | +6.5% |
| 30D | +12.2% | +12.8% | -0.6% | -3.4% |
| 3M | -15.5% | +10.8% | -26.2% | -24.7% |
| 6M | +39.3% | +2.5% | +36.8% | +36.2% |
| YTD | +35.1% | +21.4% | +13.7% | +10.0% |
| 1Y | +34.0% | +32.8% | +1.2% | -1.6% |
| 3Y | +226.3% | +45.2% | +181.1% | +126.8% |
| All | +226.3% | +46.3% | +180.0% | +126.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EWZ.
Daily Out/Under-Performance
Portfolio return minus EWZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWZ 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 3y: compounded portfolio wealth divided by compounded EWZ 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…
3y analysis · Full analysis span regression · 6 months rolling