-61.9%
CLSK vs VCLT
+23.1%
-85.1%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.3% |
| 7D | +17.2% | 0.0% | +17.2% | +17.2% |
| 30D | +14.6% | +0.1% | +14.5% | +14.4% |
| 3M | -16.8% | -2.9% | -14.0% | -13.8% |
| 6M | +38.2% | -4.0% | +42.1% | +45.6% |
| YTD | +31.2% | -2.2% | +33.5% | +35.7% |
| 1Y | +37.3% | -2.6% | +39.9% | +42.7% |
| 3Y | +201.8% | +12.3% | +189.5% | +172.1% |
| 5Y | -1.6% | -16.4% | +14.8% | +13.2% |
| All | -61.9% | +23.1% | -85.1% | -50.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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