+154.1%
EFA vs CLSK
-60.8%
+214.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +6.8% | -5.8% | +0.9% |
| 7D | -1.5% | +7.7% | -9.2% | -1.6% |
| 30D | -1.7% | +12.2% | -13.9% | -1.8% |
| 3M | +3.5% | -15.5% | +19.0% | +3.6% |
| 6M | +9.5% | +39.3% | -29.9% | +8.8% |
| YTD | +12.9% | +35.1% | -22.2% | +12.1% |
| 1Y | +18.2% | +34.0% | -15.8% | +17.2% |
| 3Y | +64.8% | +226.3% | -161.4% | +60.6% |
| 5Y | +53.9% | +6.4% | +47.5% | +49.9% |
| All | +154.1% | -60.8% | +214.9% | +146.1% |
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