-61.4%
CLSK vs VFC
-66.9%
+5.5%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.9% | +8.1% | +7.0% |
| 7D | +21.9% | +0.8% | +21.0% | +21.4% |
| 30D | +9.6% | -11.9% | +21.5% | +15.0% |
| 3M | -18.4% | -20.2% | +1.8% | -11.3% |
| 6M | +46.4% | -23.0% | +69.3% | +61.4% |
| YTD | +33.2% | -26.2% | +59.4% | +48.9% |
| 1Y | +47.0% | -13.3% | +60.3% | +51.6% |
| 3Y | +206.4% | -25.5% | +231.8% | +197.2% |
| 5Y | +5.4% | -78.1% | +83.5% | +57.4% |
| All | -61.4% | -66.9% | +5.5% | -44.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling