+13.8%
VRT vs CLSK
-58.7%
+72.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -16.6% | +3.7% | -7.4% |
| 7D | -15.4% | -20.7% | +5.4% | -8.8% |
| 30D | -19.0% | -45.5% | +26.6% | -2.6% |
| 3M | -23.8% | -52.0% | +28.2% | -5.9% |
| 6M | -37.9% | -47.0% | +9.1% | -26.4% |
| YTD | +27.0% | -32.8% | +59.8% | +36.8% |
| 1Y | +13.8% | -58.1% | +71.9% | +32.4% |
| All | +13.8% | -58.7% | +72.5% | +32.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling