+6.0%
CLSK vs NTRS
+93.2%
-87.2%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.1% | +5.7% | +5.6% |
| 7D | +7.7% | +1.4% | +6.4% | +6.0% |
| 30D | +12.2% | -0.7% | +12.9% | +12.9% |
| 3M | -15.5% | +11.3% | -26.8% | -25.2% |
| 6M | +39.3% | +35.5% | +3.8% | -3.3% |
| YTD | +35.1% | +40.6% | -5.5% | -9.7% |
| 1Y | +34.0% | +49.2% | -15.2% | -15.5% |
| 3Y | +226.3% | +167.2% | +59.0% | +8.3% |
| All | +6.0% | +93.2% | -87.2% | -50.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 5y: compounded portfolio wealth divided by compounded NTRS 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…
5y analysis · Full analysis span regression · 6 months rolling