+1,934.0%
VRT vs CLSK
-77.1%
+2,011.0%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.8% | -0.8% | -3.5% |
| 7D | +10.5% | +8.0% | +2.6% | +10.1% |
| 30D | -9.3% | -27.9% | +18.6% | -7.8% |
| 3M | -29.6% | -42.3% | +12.7% | -27.7% |
| 6M | -45.4% | -50.0% | +4.6% | -43.6% |
| YTD | +24.8% | -34.3% | +59.1% | +27.0% |
| 1Y | +23.6% | -44.5% | +68.1% | +26.3% |
| 3Y | +379.7% | +74.5% | +305.1% | +365.4% |
| 5Y | +660.3% | -69.0% | +729.3% | +643.7% |
| All | +1,934.0% | -77.1% | +2,011.0% | +1,839.7% |
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