+5.6%
CVS vs CLSK
-58.7%
+64.3%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -16.6% | +4.0% | -12.2% |
| 7D | -11.1% | -20.7% | +9.6% | -10.9% |
| 30D | -7.4% | -45.5% | +38.1% | -7.4% |
| 3M | -22.9% | -52.0% | +29.1% | -22.8% |
| 6M | -1.2% | -47.0% | +45.8% | -1.1% |
| YTD | +3.9% | -32.8% | +36.7% | +1.6% |
| 1Y | +5.6% | -58.1% | +63.6% | +5.7% |
| All | +5.6% | -58.7% | +64.3% | +5.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling