+21.0%
CLSK vs QS
-46.4%
+67.4%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.9% | +4.9% | +6.1% |
| 7D | +7.7% | -3.6% | +11.4% | +9.2% |
| 30D | +12.2% | -17.2% | +29.5% | +20.3% |
| 3M | -15.5% | -27.0% | +11.5% | -6.3% |
| 6M | +39.3% | -24.6% | +63.9% | +51.9% |
| YTD | +35.1% | -49.3% | +84.4% | +71.7% |
| 1Y | +34.0% | -40.3% | +74.4% | +59.3% |
| 3Y | +226.3% | -23.8% | +250.1% | +203.8% |
| 5Y | +6.4% | -75.0% | +81.3% | +34.7% |
| All | +21.0% | -46.4% | +67.4% | +103.9% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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