+158.3%
IWM vs CLSK
-63.6%
+221.9%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | +0.3% |
| 7D | +0.1% | +8.8% | -8.7% | -0.1% |
| 30D | -1.3% | -6.0% | +4.7% | -1.2% |
| 3M | +1.6% | -24.4% | +26.0% | +2.1% |
| 6M | +13.6% | +19.0% | -5.5% | +12.7% |
| YTD | +20.8% | +25.4% | -4.6% | +19.4% |
| 1Y | +26.4% | +39.8% | -13.3% | +24.4% |
| 3Y | +60.7% | +177.7% | -117.0% | +54.0% |
| 5Y | +38.2% | -11.0% | +49.2% | +32.5% |
| All | +158.3% | -63.6% | +221.9% | +145.7% |
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 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