+226.3%
CLSK vs IYR
+29.0%
+197.3%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.8% | +6.0% | +5.7% |
| 7D | +7.7% | -1.4% | +9.1% | +9.8% |
| 30D | +12.2% | -2.7% | +14.9% | +16.3% |
| 3M | -15.5% | -2.1% | -13.3% | -14.4% |
| 6M | +39.3% | +3.6% | +35.8% | +29.6% |
| YTD | +35.1% | +8.1% | +26.9% | +18.4% |
| 1Y | +34.0% | +4.7% | +29.3% | +23.2% |
| 3Y | +226.3% | +29.1% | +197.1% | +127.8% |
| All | +226.3% | +29.0% | +197.3% | +127.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IYR.
Daily Out/Under-Performance
Portfolio return minus IYR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IYR 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 IYR 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