-65.8%
CLSK vs INVH
+75.4%
-141.2%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INVH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -0.1% | +6.9% | +6.8% |
| 7D | +7.7% | -3.0% | +10.7% | +9.6% |
| 30D | +12.2% | -7.5% | +19.8% | +17.0% |
| 3M | -15.5% | -5.5% | -9.9% | -13.7% |
| 6M | +39.3% | +11.7% | +27.6% | +28.4% |
| YTD | +35.1% | +1.3% | +33.7% | +31.1% |
| 1Y | +34.0% | -6.1% | +40.1% | +35.0% |
| 3Y | +226.3% | -9.8% | +236.0% | +239.8% |
| 5Y | +6.4% | -19.7% | +26.1% | +19.0% |
| All | -65.8% | +75.4% | -141.2% | -69.1% |
Cumulative growth
Daily Returns
Daily percentage return beside INVH.
Daily Out/Under-Performance
Portfolio return minus INVH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INVH 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 INVH 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