-61.4%
CLSK vs VT
+231.8%
-293.2%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.5% | +6.7% | +7.1% |
| 7D | +21.9% | +1.0% | +20.9% | +19.9% |
| 30D | +9.6% | -0.2% | +9.8% | +10.3% |
| 3M | -18.4% | +4.5% | -22.9% | -23.5% |
| 6M | +46.4% | +14.1% | +32.3% | +20.3% |
| YTD | +33.2% | +14.8% | +18.4% | +10.2% |
| 1Y | +47.0% | +21.2% | +25.8% | +12.8% |
| 3Y | +206.4% | +76.6% | +129.8% | +47.6% |
| 5Y | +5.4% | +66.6% | -61.2% | -40.9% |
| All | -61.4% | +231.8% | -293.2% | -88.3% |
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