-60.8%
CLSK vs VFC
-66.7%
+5.9%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +4.4% | +2.4% | +5.0% |
| 7D | +7.7% | -1.4% | +9.1% | +8.4% |
| 30D | +12.2% | -9.0% | +21.2% | +16.2% |
| 3M | -15.5% | -24.2% | +8.7% | -6.1% |
| 6M | +39.3% | -18.5% | +57.9% | +50.4% |
| YTD | +35.1% | -25.9% | +60.9% | +50.8% |
| 1Y | +34.0% | -13.0% | +47.0% | +38.2% |
| 3Y | +226.3% | -20.3% | +246.6% | +207.6% |
| 5Y | +6.4% | -78.1% | +84.5% | +58.8% |
| All | -60.8% | -66.7% | +5.9% | -44.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 10y: compounded portfolio wealth divided by compounded VFC 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…
10y analysis · Full analysis span regression · 6 months rolling