+216.9%
CLSK vs VFC
-27.2%
+244.2%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.2% | +0.7% | -0.6% |
| 7D | +17.2% | -2.3% | +19.6% | +18.2% |
| 30D | +14.6% | -13.4% | +27.9% | +20.7% |
| 3M | -16.8% | -23.7% | +6.9% | -8.2% |
| 6M | +38.2% | -24.5% | +62.6% | +53.0% |
| YTD | +31.2% | -27.8% | +59.1% | +47.4% |
| 1Y | +37.3% | -13.5% | +50.8% | +42.1% |
| All | +216.9% | -27.2% | +244.2% | +188.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling