-60.8%
CLSK vs IJR
+151.1%
-211.9%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.5% | +6.3% | +6.1% |
| 7D | +7.7% | -2.2% | +9.9% | +11.0% |
| 30D | +12.2% | -4.6% | +16.8% | +19.7% |
| 3M | -15.5% | +0.2% | -15.7% | -15.3% |
| 6M | +39.3% | +14.7% | +24.6% | +18.6% |
| YTD | +35.1% | +18.9% | +16.2% | +10.6% |
| 1Y | +34.0% | +19.9% | +14.1% | +10.4% |
| 3Y | +226.3% | +53.0% | +173.2% | +131.0% |
| 5Y | +6.4% | +40.9% | -34.5% | -10.1% |
| All | -60.8% | +151.1% | -211.9% | -80.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 IJR 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