-61.9%
CLSK vs IYR
+80.9%
-142.8%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.1% | -0.4% | -0.6% |
| 7D | +17.2% | -0.9% | +18.1% | +18.1% |
| 30D | +14.6% | -2.4% | +16.9% | +16.8% |
| 3M | -16.8% | -2.0% | -14.8% | -16.2% |
| 6M | +38.2% | +2.5% | +35.7% | +34.6% |
| YTD | +31.2% | +8.3% | +22.9% | +22.6% |
| 1Y | +37.3% | +6.5% | +30.9% | +30.3% |
| 3Y | +201.8% | +29.3% | +172.5% | +154.1% |
| 5Y | -1.6% | +5.7% | -7.2% | -6.6% |
| All | -61.9% | +80.9% | -142.8% | -67.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling