-58.1%
CLSK vs VICR
+76.0%
-134.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -11.1% | -5.4% | -11.6% |
| 7D | -20.7% | -26.6% | +5.8% | -8.6% |
| 30D | -45.5% | -47.9% | +2.4% | -27.9% |
| 3M | -52.0% | -29.8% | -22.2% | -45.5% |
| 6M | -47.0% | -36.6% | -10.3% | -41.2% |
| YTD | -32.8% | +45.1% | -77.9% | -59.9% |
| 1Y | -58.1% | +80.0% | -138.1% | -79.4% |
| All | -58.1% | +76.0% | -134.0% | -79.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 1y: compounded portfolio wealth divided by compounded VICR 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…
1y analysis · Full analysis span regression · 6 months rolling