+3,065.8%
CVNA vs CLSK
-71.6%
+3,137.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.6% | -0.6% | -4.0% |
| 7D | -4.3% | +1.7% | -6.0% | -4.4% |
| 30D | -2.4% | +11.1% | -13.5% | -3.2% |
| 3M | +4.5% | -14.1% | +18.6% | +4.7% |
| 6M | +10.2% | +32.9% | -22.7% | +7.1% |
| YTD | -16.7% | +26.5% | -43.2% | -19.4% |
| 1Y | -3.8% | +27.6% | -31.4% | -7.5% |
| 3Y | +648.3% | +190.9% | +457.4% | +565.6% |
| 5Y | +6.6% | -0.4% | +7.0% | -3.3% |
| All | +3,065.8% | -71.6% | +3,137.3% | +3,362.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CLSK.
Daily Out/Under-Performance
Portfolio return minus CLSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLSK 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 CLSK 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