+97.4%
CLSK vs USAR
+74.5%
+22.9%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.3% | +5.9% | +6.2% |
| 7D | +21.9% | +2.3% | +19.6% | +21.4% |
| 30D | +9.6% | -8.6% | +18.2% | +10.9% |
| 3M | -18.4% | -20.5% | +2.1% | -16.2% |
| 6M | +46.4% | +1.2% | +45.2% | +44.5% |
| YTD | +33.2% | +48.4% | -15.2% | +27.9% |
| 1Y | +47.0% | +30.6% | +16.4% | +46.1% |
| 3Y | +206.4% | +73.6% | +132.7% | +156.5% |
| All | +97.4% | +74.5% | +22.9% | +71.1% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 USAR 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