-61.9%
CLSK vs VSH
+150.6%
-212.5%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.2% | -1.9% |
| 7D | +17.2% | +3.5% | +13.7% | +14.9% |
| 30D | +14.6% | -4.4% | +19.0% | +17.6% |
| 3M | -16.8% | -45.8% | +29.0% | +12.8% |
| 6M | +38.2% | +90.1% | -52.0% | -8.2% |
| YTD | +31.2% | +120.3% | -89.1% | -19.8% |
| 1Y | +37.3% | +112.2% | -74.9% | -13.6% |
| 3Y | +201.8% | +36.6% | +165.2% | +133.7% |
| 5Y | -1.6% | +67.0% | -68.6% | -27.7% |
| All | -61.9% | +150.6% | -212.5% | -67.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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