+226.3%
CLSK vs VRSK
-26.5%
+252.7%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.2% | +6.6% | +6.8% |
| 7D | +7.7% | -5.2% | +12.9% | +6.3% |
| 30D | +12.2% | -2.3% | +14.6% | +11.8% |
| 3M | -15.5% | -2.9% | -12.5% | -16.3% |
| 6M | +39.3% | -12.8% | +52.1% | +37.8% |
| YTD | +35.1% | -20.8% | +55.9% | +32.7% |
| 1Y | +34.0% | -33.2% | +67.2% | +32.7% |
| 3Y | +226.3% | -26.6% | +252.8% | +223.1% |
| All | +226.3% | -26.5% | +252.7% | +223.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 3y: compounded portfolio wealth divided by compounded VRSK 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…
3y analysis · Full analysis span regression · 6 months rolling