-61.9%
CLSK vs NTAP
+576.5%
-638.4%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.3% | +0.8% | -0.3% |
| 7D | +17.2% | +2.2% | +15.0% | +16.1% |
| 30D | +14.6% | -7.0% | +21.6% | +18.7% |
| 3M | -16.8% | +12.3% | -29.1% | -22.4% |
| 6M | +38.2% | +85.1% | -46.9% | -3.0% |
| YTD | +31.2% | +74.8% | -43.5% | -5.6% |
| 1Y | +37.3% | +52.7% | -15.3% | +6.8% |
| 3Y | +201.8% | +147.7% | +54.2% | +84.7% |
| 5Y | -1.6% | +124.8% | -126.3% | -37.5% |
| All | -61.9% | +576.5% | -638.4% | -80.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling