-60.8%
CLSK vs VUG
+422.1%
-482.9%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.9% | +5.9% | +5.4% |
| 7D | +7.7% | -0.5% | +8.2% | +8.6% |
| 30D | +12.2% | -1.0% | +13.2% | +14.2% |
| 3M | -15.5% | +3.5% | -19.0% | -19.0% |
| 6M | +39.3% | +14.2% | +25.2% | +17.6% |
| YTD | +35.1% | +8.5% | +26.6% | +24.3% |
| 1Y | +34.0% | +12.9% | +21.1% | +18.2% |
| 3Y | +226.3% | +85.6% | +140.6% | +62.0% |
| 5Y | +6.4% | +78.1% | -71.7% | -40.4% |
| All | -60.8% | +422.1% | -482.9% | -89.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 VUG 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