+226.3%
CLSK vs REGN
-4.3%
+230.6%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REGN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -1.5% | +8.3% | +7.3% |
| 7D | +7.7% | -5.6% | +13.3% | +9.8% |
| 30D | +12.2% | -2.0% | +14.2% | +12.6% |
| 3M | -15.5% | +28.0% | -43.4% | -23.7% |
| 6M | +39.3% | +1.2% | +38.2% | +37.9% |
| YTD | +35.1% | +1.6% | +33.4% | +33.4% |
| 1Y | +34.0% | +38.2% | -4.2% | +14.6% |
| 3Y | +226.3% | -5.4% | +231.6% | +246.9% |
| All | +226.3% | -4.3% | +230.6% | +246.9% |
Cumulative growth
Daily Returns
Daily percentage return beside REGN.
Daily Out/Under-Performance
Portfolio return minus REGN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REGN 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 REGN 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