+6.0%
CLSK vs VMC
+47.0%
-41.0%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.9% | +5.9% | +5.7% |
| 7D | +7.7% | -3.8% | +11.5% | +12.7% |
| 30D | +12.2% | -9.7% | +21.9% | +26.3% |
| 3M | -15.5% | -9.6% | -5.8% | -8.6% |
| 6M | +39.3% | -4.8% | +44.2% | +39.3% |
| YTD | +35.1% | -10.9% | +46.0% | +45.9% |
| 1Y | +34.0% | -15.6% | +49.6% | +56.8% |
| 3Y | +226.3% | +19.3% | +206.9% | +132.6% |
| All | +6.0% | +47.0% | -41.0% | -37.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling