+226.3%
CLSK vs NTAP
+165.5%
+60.8%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +8.5% | -1.7% | +1.7% |
| 7D | +7.7% | +7.4% | +0.3% | +3.3% |
| 30D | +12.2% | -1.4% | +13.6% | +12.9% |
| 3M | -15.5% | +24.6% | -40.0% | -27.2% |
| 6M | +39.3% | +105.9% | -66.5% | -18.3% |
| YTD | +35.1% | +88.5% | -53.4% | -16.3% |
| 1Y | +34.0% | +62.1% | -28.1% | -5.9% |
| 3Y | +226.3% | +169.1% | +57.2% | +62.2% |
| All | +226.3% | +165.5% | +60.8% | +62.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 3y: compounded portfolio wealth divided by compounded NTAP 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…
3y analysis · Full analysis span regression · 6 months rolling