+231.7%
SCHW vs CLSK
-63.3%
+295.0%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.6% | +4.4% | +0.8% |
| 7D | -2.8% | +1.7% | -4.5% | -2.8% |
| 30D | -0.1% | +11.1% | -11.2% | -0.3% |
| 3M | +20.6% | -14.1% | +34.7% | +20.6% |
| 6M | +15.9% | +32.9% | -17.0% | +15.1% |
| YTD | +8.5% | +26.5% | -18.0% | +7.7% |
| 1Y | +17.8% | +27.6% | -9.8% | +16.7% |
| 3Y | +88.5% | +190.9% | -102.4% | +83.1% |
| 5Y | +60.6% | -0.4% | +61.0% | +55.8% |
| All | +231.7% | -63.3% | +295.0% | +222.8% |
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