+205.5%
CLSK vs QS
-26.0%
+231.5%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.8% | -2.8% | -3.3% |
| 7D | +1.7% | -5.0% | +6.7% | +3.9% |
| 30D | +11.1% | -18.3% | +29.4% | +21.0% |
| 3M | -14.1% | -26.0% | +11.9% | -3.9% |
| 6M | +32.9% | -24.0% | +57.0% | +45.8% |
| YTD | +26.5% | -50.3% | +76.8% | +66.3% |
| 1Y | +27.6% | -38.0% | +65.6% | +54.2% |
| All | +205.5% | -26.0% | +231.5% | +206.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling