-80.9%
CLSK vs URA
+261.5%
-342.4%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.6% | -1.2% | -1.7% |
| 7D | +8.0% | -1.5% | +9.5% | +9.4% |
| 30D | -27.9% | -10.4% | -17.5% | -21.1% |
| 3M | -42.3% | -29.6% | -12.6% | -25.7% |
| 6M | -50.0% | -40.3% | -9.7% | -28.4% |
| YTD | -34.3% | -25.5% | -8.8% | -15.9% |
| 1Y | -44.5% | -26.4% | -18.1% | -27.7% |
| 3Y | +74.5% | +31.4% | +43.1% | +61.2% |
| 5Y | -69.0% | +28.6% | -97.5% | -72.2% |
| All | -80.9% | +261.5% | -342.4% | -87.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling