-21.6%
VST vs CLSK
+42.1%
-63.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | -0.1% |
| 7D | +5.3% | +17.2% | -11.9% | +2.2% |
| 30D | +5.8% | +14.6% | -8.8% | +2.6% |
| 3M | +3.5% | -16.8% | +20.3% | +5.5% |
| 6M | -7.4% | +38.2% | -45.6% | -13.2% |
| YTD | -6.1% | +31.2% | -37.3% | -12.9% |
| 1Y | -21.6% | +37.3% | -58.9% | -13.7% |
| All | -21.6% | +42.1% | -63.7% | -13.7% |
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 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