+67.2%
VZ vs CLSK
-80.2%
+147.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.2% | -4.5% | +0.6% |
| 7D | +0.9% | +1.6% | -0.7% | +0.9% |
| 30D | +8.9% | -32.9% | +41.8% | +8.9% |
| 3M | +0.1% | -40.0% | +40.1% | 0.0% |
| 6M | +1.9% | -51.7% | +53.6% | +1.8% |
| YTD | +22.0% | -31.7% | +53.7% | +22.0% |
| 1Y | +22.1% | -50.8% | +72.9% | +22.1% |
| 3Y | +58.7% | +84.8% | -26.1% | +58.6% |
| 5Y | +22.3% | -67.8% | +90.1% | +21.9% |
| All | +67.2% | -80.2% | +147.4% | +69.9% |
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