+432.1%
WMT vs CLSK
-60.8%
+493.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +6.8% | -5.5% | +1.3% |
| 7D | 0.0% | +7.7% | -7.7% | 0.0% |
| 30D | -7.4% | +12.2% | -19.6% | -7.4% |
| 3M | -10.9% | -15.5% | +4.6% | -10.9% |
| 6M | -12.7% | +39.3% | -52.0% | -12.7% |
| YTD | -3.2% | +35.1% | -38.3% | -3.3% |
| 1Y | +5.3% | +34.0% | -28.8% | +5.2% |
| 3Y | +101.9% | +226.3% | -124.4% | +102.1% |
| 5Y | +134.6% | +6.4% | +128.2% | +134.3% |
| All | +432.1% | -60.8% | +493.0% | +468.6% |
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 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