-60.8%
CLSK vs IEFA
+156.0%
-216.9%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.0% | +5.8% | +5.2% |
| 7D | +7.7% | -1.6% | +9.3% | +10.4% |
| 30D | +12.2% | -1.5% | +13.7% | +15.2% |
| 3M | -15.5% | +3.4% | -18.9% | -18.9% |
| 6M | +39.3% | +9.5% | +29.9% | +24.8% |
| YTD | +35.1% | +13.0% | +22.0% | +17.0% |
| 1Y | +34.0% | +18.0% | +16.0% | +9.6% |
| 3Y | +226.3% | +65.4% | +160.9% | +79.2% |
| 5Y | +6.4% | +51.6% | -45.2% | -33.9% |
| All | -60.8% | +156.0% | -216.9% | -86.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling