-60.8%
CLSK vs VTR
+123.1%
-183.9%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -0.5% | +7.3% | +6.9% |
| 7D | +7.7% | -0.3% | +8.0% | +7.8% |
| 30D | +12.2% | +1.1% | +11.1% | +12.0% |
| 3M | -15.5% | +7.9% | -23.4% | -17.6% |
| 6M | +39.3% | +6.2% | +33.2% | +36.0% |
| YTD | +35.1% | +17.7% | +17.4% | +28.5% |
| 1Y | +34.0% | +32.9% | +1.1% | +23.3% |
| 3Y | +226.3% | +129.7% | +96.6% | +161.4% |
| 5Y | +6.4% | +89.3% | -82.9% | -11.9% |
| All | -60.8% | +123.1% | -183.9% | -66.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 VTR 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