+6.0%
CLSK vs SCHG
+84.3%
-78.3%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.9% | +5.9% | +4.9% |
| 7D | +7.7% | -1.0% | +8.8% | +10.3% |
| 30D | +12.2% | -1.3% | +13.5% | +15.5% |
| 3M | -15.5% | +5.4% | -20.9% | -25.1% |
| 6M | +39.3% | +14.4% | +24.9% | +4.9% |
| YTD | +35.1% | +8.0% | +27.0% | +17.3% |
| 1Y | +34.0% | +12.7% | +21.3% | +8.2% |
| 3Y | +226.3% | +85.6% | +140.6% | -5.1% |
| All | +6.0% | +84.3% | -78.3% | -60.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 5y: compounded portfolio wealth divided by compounded SCHG 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…
5y analysis · Full analysis span regression · 6 months rolling