-80.2%
CLSK vs VT
+221.8%
-302.0%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.2% | +2.6% | +9.6% | +7.5% |
| 7D | -3.4% | +0.4% | -3.7% | -3.4% |
| 30D | -34.2% | -2.6% | -31.6% | -30.0% |
| 3M | -43.8% | -3.2% | -40.6% | -39.2% |
| 6M | -51.3% | +0.9% | -52.3% | -50.4% |
| YTD | -31.7% | +11.3% | -43.0% | -39.3% |
| 1Y | -55.6% | +14.0% | -69.6% | -61.8% |
| 3Y | +87.3% | +75.8% | +11.4% | -7.4% |
| 5Y | -67.6% | +57.8% | -125.4% | -80.2% |
| All | -80.2% | +221.8% | -302.0% | -93.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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