+226.3%
CLSK vs NVS
+54.2%
+172.0%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -0.2% | +7.0% | +6.8% |
| 7D | +7.7% | -14.3% | +22.0% | +7.0% |
| 30D | +12.2% | -10.0% | +22.2% | +11.3% |
| 3M | -15.5% | -10.9% | -4.6% | -16.3% |
| 6M | +39.3% | -12.0% | +51.3% | +37.6% |
| YTD | +35.1% | +2.5% | +32.6% | +32.9% |
| 1Y | +34.0% | +10.7% | +23.3% | +31.6% |
| 3Y | +226.3% | +53.3% | +173.0% | +197.6% |
| All | +226.3% | +54.2% | +172.0% | +197.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS 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 NVS 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