+77.1%
VZ vs CLSK
-63.6%
+140.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -0.9% |
| 7D | +0.1% | +8.8% | -8.8% | +0.1% |
| 30D | +7.9% | -6.0% | +13.9% | +7.9% |
| 3M | +13.6% | -24.4% | +38.0% | +13.6% |
| 6M | +1.1% | +19.0% | -17.9% | +1.2% |
| YTD | +29.3% | +25.4% | +3.9% | +29.4% |
| 1Y | +21.2% | +39.8% | -18.5% | +21.4% |
| 3Y | +75.9% | +177.7% | -101.8% | +76.0% |
| 5Y | +24.1% | -11.0% | +35.1% | +23.9% |
| All | +77.1% | -63.6% | +140.8% | +80.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling