-0.4%
CLSK vs URA
+121.8%
-122.2%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -4.0% | +0.4% | +0.1% |
| 7D | +1.7% | -1.5% | +3.3% | +3.3% |
| 30D | +11.1% | -0.4% | +11.5% | +11.5% |
| 3M | -14.1% | +6.3% | -20.4% | -18.1% |
| 6M | +32.9% | -14.0% | +46.9% | +51.4% |
| YTD | +26.5% | +5.3% | +21.2% | +22.2% |
| 1Y | +27.6% | +11.7% | +15.9% | +16.5% |
| 3Y | +190.9% | +109.8% | +81.1% | +34.4% |
| 5Y | -0.4% | +108.0% | -108.3% | -52.8% |
| All | -0.4% | +121.8% | -122.2% | -52.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling