+226.3%
CLSK vs URA
+101.1%
+125.2%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -3.3% | +10.1% | +9.6% |
| 7D | +7.7% | -5.5% | +13.2% | +13.0% |
| 30D | +12.2% | -3.7% | +15.9% | +15.8% |
| 3M | -15.5% | -2.9% | -12.6% | -13.0% |
| 6M | +39.3% | -15.2% | +54.6% | +58.8% |
| YTD | +35.1% | +1.9% | +33.2% | +36.1% |
| 1Y | +34.0% | +6.9% | +27.1% | +31.5% |
| 3Y | +226.3% | +99.6% | +126.6% | +99.7% |
| All | +226.3% | +101.1% | +125.2% | +99.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling