-60.8%
CLSK vs VMC
+109.2%
-170.0%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.9% | +5.9% | +6.3% |
| 7D | +7.7% | -3.8% | +11.5% | +10.1% |
| 30D | +12.2% | -9.7% | +21.9% | +18.8% |
| 3M | -15.5% | -9.6% | -5.8% | -11.8% |
| 6M | +39.3% | -4.8% | +44.2% | +41.2% |
| YTD | +35.1% | -10.9% | +46.0% | +42.6% |
| 1Y | +34.0% | -15.6% | +49.6% | +46.6% |
| 3Y | +226.3% | +19.3% | +206.9% | +206.0% |
| 5Y | +6.4% | +48.0% | -41.6% | -5.7% |
| All | -60.8% | +109.2% | -170.0% | -64.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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