-2.6%
CLSK vs USAR
-19.4%
+16.7%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.1% | -3.9% | -3.0% |
| 7D | +8.0% | -0.8% | +8.7% | +8.2% |
| 30D | -27.9% | -20.9% | -7.0% | -24.8% |
| 3M | -42.3% | -56.2% | +13.9% | -34.2% |
| 6M | -50.0% | -67.9% | +17.9% | -41.1% |
| YTD | -34.3% | -31.4% | -2.9% | -28.5% |
| 1Y | -44.5% | -45.1% | +0.6% | -38.6% |
| 3Y | +74.5% | -20.3% | +94.9% | +71.2% |
| All | -2.6% | -19.4% | +16.7% | -4.3% |
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