+226.3%
CLSK vs USFR
+14.1%
+212.1%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.1% | +6.7% | +7.2% |
| 7D | +7.7% | +0.1% | +7.6% | +8.4% |
| 30D | +12.2% | +0.4% | +11.9% | +14.3% |
| 3M | -15.5% | +1.0% | -16.5% | -10.7% |
| 6M | +39.3% | +2.0% | +37.4% | +52.2% |
| YTD | +35.1% | +2.8% | +32.3% | +48.2% |
| 1Y | +34.0% | +4.1% | +29.9% | +48.4% |
| 3Y | +226.3% | +14.1% | +212.1% | +307.1% |
| All | +226.3% | +14.1% | +212.1% | +307.1% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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