-16.3%
UNH vs CLSK
+211.4%
-227.7%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +6.8% | -9.2% | -2.5% |
| 7D | -4.5% | +7.7% | -12.3% | -4.7% |
| 30D | -6.5% | +12.2% | -18.8% | -6.8% |
| 3M | -6.0% | -15.5% | +9.5% | -5.8% |
| 6M | +33.7% | +39.3% | -5.7% | +32.3% |
| YTD | +16.4% | +35.1% | -18.7% | +14.9% |
| 1Y | +10.1% | +34.0% | -23.9% | +8.9% |
| 3Y | -16.3% | +226.3% | -242.6% | -17.1% |
| All | -16.3% | +211.4% | -227.7% | -17.1% |
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