-60.8%
CLSK vs VICR
+1,288.8%
-1,349.7%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +11.2% | -4.4% | +3.0% |
| 7D | +7.7% | +5.0% | +2.8% | +5.9% |
| 30D | +12.2% | -12.5% | +24.7% | +17.1% |
| 3M | -15.5% | -33.6% | +18.1% | -4.6% |
| 6M | +39.3% | +10.7% | +28.7% | +28.3% |
| YTD | +35.1% | +80.6% | -45.5% | +5.1% |
| 1Y | +34.0% | +288.4% | -254.3% | -22.2% |
| 3Y | +226.3% | +213.8% | +12.5% | +90.3% |
| 5Y | +6.4% | +58.8% | -52.5% | -33.2% |
| All | -60.8% | +1,288.8% | -1,349.7% | -83.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling