+76.5%
VZ vs CLSK
-63.3%
+139.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.6% | +4.1% | +0.5% |
| 7D | -1.2% | +1.7% | -3.0% | -1.2% |
| 30D | +5.7% | +11.1% | -5.4% | +5.7% |
| 3M | +8.2% | -14.1% | +22.3% | +8.2% |
| 6M | +1.7% | +32.9% | -31.2% | +1.8% |
| YTD | +28.9% | +26.5% | +2.4% | +29.0% |
| 1Y | +22.7% | +27.6% | -4.9% | +22.9% |
| 3Y | +82.7% | +190.9% | -108.2% | +82.8% |
| 5Y | +26.4% | -0.4% | +26.8% | +26.3% |
| All | +76.5% | -63.3% | +139.9% | +79.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling