+59.5%
SCHW vs CLSK
+6.4%
+53.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +6.8% | -6.9% | -0.6% |
| 7D | -1.9% | +7.7% | -9.6% | -2.5% |
| 30D | -1.6% | +12.2% | -13.9% | -2.8% |
| 3M | +21.3% | -15.5% | +36.7% | +21.8% |
| 6M | +16.5% | +39.3% | -22.9% | +11.4% |
| YTD | +8.4% | +35.1% | -26.7% | +3.1% |
| 1Y | +15.6% | +34.0% | -18.4% | +8.5% |
| 3Y | +86.8% | +226.3% | -139.4% | +43.3% |
| All | +59.5% | +6.4% | +53.1% | +21.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling