+6.0%
CLSK vs VIVK
-100.0%
+106.0%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -7.4% | +14.2% | +6.9% |
| 7D | +7.7% | -4.4% | +12.1% | +7.8% |
| 30D | +12.2% | -40.8% | +53.0% | +12.8% |
| 3M | -15.5% | -94.1% | +78.7% | -13.0% |
| 6M | +39.3% | -98.2% | +137.5% | +44.5% |
| YTD | +35.1% | -98.0% | +133.1% | +38.4% |
| 1Y | +34.0% | -100.0% | +134.0% | +43.5% |
| 3Y | +226.3% | -100.0% | +326.2% | +248.1% |
| All | +6.0% | -100.0% | +106.0% | +18.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 VIVK 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