+42.9%
CLSK vs QLD
+140.3%
-97.4%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +2.5% | +5.9% | +5.6% |
| 7D | -19.7% | -10.3% | -9.4% | -9.0% |
| 30D | -46.5% | -26.1% | -20.5% | -24.5% |
| 3M | -51.7% | -17.8% | -33.9% | -39.2% |
| 6M | -57.5% | -15.6% | -42.0% | -48.7% |
| YTD | -39.1% | +5.4% | -44.5% | -41.4% |
| 1Y | -60.0% | +5.2% | -65.2% | -61.2% |
| 3Y | +42.9% | +139.4% | -96.5% | -21.6% |
| All | +42.9% | +140.3% | -97.4% | -21.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling