+55.4%
CVS vs CLSK
+191.6%
-136.2%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.6% | +3.5% | 0.0% |
| 7D | -2.0% | +1.7% | -3.7% | -2.0% |
| 30D | +1.9% | +11.1% | -9.2% | +1.4% |
| 3M | -2.2% | -14.1% | +11.9% | -2.0% |
| 6M | +26.7% | +32.9% | -6.2% | +24.4% |
| YTD | +22.9% | +26.5% | -3.6% | +20.1% |
| 1Y | +32.9% | +27.6% | +5.3% | +29.0% |
| All | +55.4% | +191.6% | -136.2% | +36.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling