+226.3%
CLSK vs VTR
+132.9%
+93.4%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -19.1% |
| 6M | +39.3% | +6.2% | +33.2% | +33.8% |
| YTD | +35.1% | +17.7% | +17.4% | +23.8% |
| 1Y | +34.0% | +32.9% | +1.1% | +14.6% |
| 3Y | +226.3% | +129.7% | +96.6% | +61.1% |
| All | +226.3% | +132.9% | +93.4% | +61.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling