+17.5%
CLSK vs QS
-47.0%
+64.5%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.6% | +5.1% | +0.9% |
| 7D | +17.2% | -4.2% | +21.4% | +19.0% |
| 30D | +14.6% | -15.7% | +30.3% | +21.9% |
| 3M | -16.8% | -28.7% | +11.8% | -6.9% |
| 6M | +38.2% | -23.2% | +61.4% | +49.6% |
| YTD | +31.2% | -49.9% | +81.1% | +67.4% |
| 1Y | +37.3% | -38.8% | +76.1% | +61.7% |
| 3Y | +201.8% | -24.0% | +225.8% | +181.2% |
| 5Y | -1.6% | -75.6% | +74.0% | +25.4% |
| All | +17.5% | -47.0% | +64.5% | +98.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling