+297.5%
VST vs CLSK
+62.2%
+235.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +12.2% | -4.9% | +5.3% |
| 7D | -0.5% | -3.4% | +2.8% | +0.1% |
| 30D | -17.1% | -34.2% | +17.1% | -11.7% |
| 3M | -4.6% | -43.8% | +39.2% | +3.3% |
| 6M | -9.1% | -51.3% | +42.3% | -0.2% |
| YTD | -16.6% | -31.7% | +15.1% | -14.1% |
| 1Y | -29.5% | -55.6% | +26.1% | -23.6% |
| 3Y | +297.5% | +87.3% | +210.3% | +284.3% |
| All | +297.5% | +62.2% | +235.3% | +284.3% |
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