-80.2%
CLSK vs QLD
+1,470.0%
-1,550.2%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.2% | +6.8% | +5.4% | +7.3% |
| 7D | -3.4% | -1.4% | -1.9% | -1.6% |
| 30D | -34.2% | -19.6% | -14.6% | -22.0% |
| 3M | -43.8% | -14.1% | -29.7% | -36.1% |
| 6M | -51.3% | -13.6% | -37.7% | -44.7% |
| YTD | -31.7% | +12.5% | -44.3% | -34.4% |
| 1Y | -55.6% | +13.1% | -68.8% | -57.2% |
| 3Y | +87.3% | +154.7% | -67.4% | +14.1% |
| 5Y | -67.6% | +81.1% | -148.7% | -77.0% |
| All | -80.2% | +1,470.0% | -1,550.2% | -94.6% |
Cumulative growth
Daily Returns
Daily percentage return beside QLD.
Daily Out/Under-Performance
Portfolio return minus QLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QLD 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 10y: compounded portfolio wealth divided by compounded QLD 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…
10y analysis · Full analysis span regression · 6 months rolling