-61.4%
CLSK vs VUG
+422.7%
-484.0%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.4% | +6.6% | +6.8% |
| 7D | +21.9% | +0.9% | +21.0% | +20.5% |
| 30D | +9.6% | -1.4% | +11.0% | +12.2% |
| 3M | -18.4% | +2.3% | -20.7% | -20.3% |
| 6M | +46.4% | +15.7% | +30.7% | +21.1% |
| YTD | +33.2% | +8.6% | +24.6% | +22.2% |
| 1Y | +47.0% | +14.1% | +32.9% | +27.7% |
| 3Y | +206.4% | +87.9% | +118.5% | +49.4% |
| 5Y | +5.4% | +76.3% | -70.9% | -40.7% |
| All | -61.4% | +422.7% | -484.0% | -89.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling