-60.8%
CLSK vs URA
+394.2%
-455.0%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -3.3% | +10.1% | +9.0% |
| 7D | +7.7% | -5.5% | +13.2% | +11.7% |
| 30D | +12.2% | -3.7% | +15.9% | +15.0% |
| 3M | -15.5% | -2.9% | -12.6% | -13.2% |
| 6M | +39.3% | -15.2% | +54.6% | +55.6% |
| YTD | +35.1% | +1.9% | +33.2% | +37.9% |
| 1Y | +34.0% | +6.9% | +27.1% | +34.0% |
| 3Y | +226.3% | +99.6% | +126.6% | +127.0% |
| 5Y | +6.4% | +101.2% | -94.8% | -25.7% |
| All | -60.8% | +394.2% | -455.0% | -79.4% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 10y: compounded portfolio wealth divided by compounded URA 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…
10y analysis · Full analysis span regression · 6 months rolling