+22.4%
VZ vs CLSK
-68.0%
+90.5%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | -0.1% |
| 7D | +0.9% | +20.4% | -19.5% | +1.0% |
| 30D | +6.9% | -32.6% | +39.5% | +6.9% |
| 3M | +0.6% | -43.8% | +44.5% | +0.6% |
| 6M | +0.3% | -49.2% | +49.5% | +0.3% |
| YTD | +21.9% | -32.4% | +54.3% | +21.6% |
| 1Y | +21.7% | -48.7% | +70.4% | +21.6% |
| 3Y | +58.5% | +82.9% | -24.4% | +47.2% |
| 5Y | +22.4% | -68.1% | +90.5% | +6.4% |
| All | +22.4% | -68.0% | +90.5% | +6.4% |
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