-63.3%
CLSK vs VIVK
-100.0%
+36.7%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.4% | -6.0% | -3.6% |
| 7D | +1.7% | -9.5% | +11.2% | +1.8% |
| 30D | +11.1% | -35.1% | +46.2% | +11.4% |
| 3M | -14.1% | -93.4% | +79.3% | -12.9% |
| 6M | +32.9% | -98.0% | +130.9% | +35.3% |
| YTD | +26.5% | -97.9% | +124.3% | +28.1% |
| 1Y | +27.6% | -100.0% | +127.6% | +31.7% |
| 3Y | +190.9% | -100.0% | +290.9% | +199.9% |
| 5Y | -0.4% | -100.0% | +99.6% | +2.8% |
| All | -63.3% | -100.0% | +36.7% | -61.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling