-60.8%
CLSK vs VYM
+198.5%
-259.3%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.7% | +6.1% | +6.0% |
| 7D | +7.7% | -0.8% | +8.5% | +8.9% |
| 30D | +12.2% | -2.2% | +14.5% | +15.4% |
| 3M | -15.5% | +3.1% | -18.5% | -18.9% |
| 6M | +39.3% | +9.7% | +29.6% | +25.0% |
| YTD | +35.1% | +14.9% | +20.2% | +15.4% |
| 1Y | +34.0% | +17.6% | +16.5% | +12.7% |
| 3Y | +226.3% | +65.3% | +160.9% | +105.1% |
| 5Y | +6.4% | +78.7% | -72.3% | -32.5% |
| All | -60.8% | +198.5% | -259.3% | -82.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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