+226.3%
CLSK vs TROW
+11.3%
+214.9%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -1.2% | +8.0% | +8.4% |
| 7D | +7.7% | -3.2% | +10.9% | +12.5% |
| 30D | +12.2% | -4.6% | +16.8% | +20.0% |
| 3M | -15.5% | -0.7% | -14.8% | -16.7% |
| 6M | +39.3% | +22.2% | +17.1% | +1.7% |
| YTD | +35.1% | +6.6% | +28.4% | +20.4% |
| 1Y | +34.0% | +5.8% | +28.2% | +22.5% |
| 3Y | +226.3% | +11.6% | +214.6% | +204.6% |
| All | +226.3% | +11.3% | +214.9% | +204.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 TROW 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