+226.3%
CLSK vs VWO
+62.9%
+163.4%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.7% | +6.1% | +5.2% |
| 7D | +7.7% | -1.8% | +9.5% | +12.3% |
| 30D | +12.2% | -0.1% | +12.3% | +12.9% |
| 3M | -15.5% | +2.2% | -17.7% | -18.6% |
| 6M | +39.3% | +8.8% | +30.6% | +19.1% |
| YTD | +35.1% | +12.4% | +22.7% | +8.8% |
| 1Y | +34.0% | +15.6% | +18.4% | +2.8% |
| 3Y | +226.3% | +62.5% | +163.7% | +16.8% |
| All | +226.3% | +62.9% | +163.4% | +16.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 VWO 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