+226.3%
CLSK vs IEFA
+65.7%
+160.5%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.0% | +5.8% | +4.3% |
| 7D | +7.7% | -1.6% | +9.3% | +12.0% |
| 30D | +12.2% | -1.5% | +13.7% | +16.9% |
| 3M | -15.5% | +3.4% | -18.9% | -21.2% |
| 6M | +39.3% | +9.5% | +29.9% | +15.0% |
| YTD | +35.1% | +13.0% | +22.0% | +4.6% |
| 1Y | +34.0% | +18.0% | +16.0% | -5.8% |
| 3Y | +226.3% | +65.4% | +160.9% | -3.8% |
| All | +226.3% | +65.7% | +160.5% | -3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IEFA.
Daily Out/Under-Performance
Portfolio return minus IEFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEFA 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 IEFA 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