-63.3%
CLSK vs VICR
+1,149.5%
-1,212.8%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.2% | -0.4% | -2.5% |
| 7D | +1.7% | -0.4% | +2.1% | +1.9% |
| 30D | +11.1% | -15.6% | +26.7% | +17.4% |
| 3M | -14.1% | -35.4% | +21.3% | -2.0% |
| 6M | +32.9% | +1.3% | +31.6% | +26.2% |
| YTD | +26.5% | +62.5% | -36.0% | +2.1% |
| 1Y | +27.6% | +255.5% | -227.8% | -23.6% |
| 3Y | +190.9% | +182.0% | +8.9% | +76.0% |
| 5Y | -0.4% | +42.9% | -43.3% | -35.1% |
| All | -63.3% | +1,149.5% | -1,212.8% | -83.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling