-0.4%
CLSK vs VFC
-79.4%
+79.0%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.6% | -2.1% | -2.8% |
| 7D | +1.7% | -3.3% | +5.0% | +3.4% |
| 30D | +11.1% | -14.0% | +25.1% | +19.2% |
| 3M | -14.1% | -22.6% | +8.5% | -3.5% |
| 6M | +32.9% | -24.7% | +57.6% | +51.2% |
| YTD | +26.5% | -29.0% | +55.4% | +47.2% |
| 1Y | +27.6% | -13.8% | +41.4% | +31.8% |
| 3Y | +190.9% | -28.2% | +219.2% | +172.3% |
| 5Y | -0.4% | -79.0% | +78.6% | +206.5% |
| All | -0.4% | -79.4% | +79.0% | +206.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling