+61.7%
IWM vs CLSK
+191.6%
-129.9%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.6% | +2.6% | -0.6% |
| 7D | -2.5% | +1.7% | -4.3% | -2.8% |
| 30D | -4.4% | +11.1% | -15.5% | -5.9% |
| 3M | +2.2% | -14.1% | +16.3% | +2.8% |
| 6M | +14.0% | +32.9% | -18.9% | +8.4% |
| YTD | +17.4% | +26.5% | -9.1% | +11.0% |
| 1Y | +22.9% | +27.6% | -4.7% | +14.4% |
| All | +61.7% | +191.6% | -129.9% | +23.0% |
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