+315.2%
IVV vs CLSK
-63.6%
+378.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.4% |
| 7D | +0.1% | +8.8% | -8.7% | 0.0% |
| 30D | +0.1% | -6.0% | +6.1% | +0.1% |
| 3M | +2.0% | -24.4% | +26.4% | +2.3% |
| 6M | +13.0% | +19.0% | -6.0% | +12.5% |
| YTD | +13.6% | +25.4% | -11.8% | +12.8% |
| 1Y | +20.1% | +39.8% | -19.7% | +18.8% |
| 3Y | +77.6% | +177.7% | -100.1% | +72.7% |
| 5Y | +82.5% | -11.0% | +93.5% | +77.2% |
| All | +315.2% | -63.6% | +378.8% | +301.3% |
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