+25.3%
VZ vs CLSK
+2.1%
+23.2%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.2% | -1.3% |
| 7D | -1.0% | +17.2% | -18.2% | -1.0% |
| 30D | +5.8% | +14.6% | -8.8% | +5.7% |
| 3M | +10.5% | -16.8% | +27.3% | +10.6% |
| 6M | +1.8% | +38.2% | -36.4% | +1.6% |
| YTD | +28.3% | +31.2% | -3.0% | +27.9% |
| 1Y | +22.0% | +37.3% | -15.4% | +21.3% |
| 3Y | +81.8% | +201.8% | -120.0% | +69.8% |
| 5Y | +25.3% | -1.6% | +26.9% | +12.2% |
| All | +25.3% | +2.1% | +23.2% | +12.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling