-60.8%
CLSK vs TAP
-47.8%
-13.0%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.3% | +5.5% | +6.7% |
| 7D | +7.7% | -3.9% | +11.6% | +8.1% |
| 30D | +12.2% | -5.3% | +17.5% | +12.6% |
| 3M | -15.5% | -3.8% | -11.7% | -15.5% |
| 6M | +39.3% | -11.4% | +50.7% | +40.5% |
| YTD | +35.1% | -13.7% | +48.8% | +36.1% |
| 1Y | +34.0% | -17.2% | +51.2% | +35.6% |
| 3Y | +226.3% | -33.1% | +259.3% | +238.4% |
| 5Y | +6.4% | +0.8% | +5.6% | +9.5% |
| All | -60.8% | -47.8% | -13.0% | -57.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 10y: compounded portfolio wealth divided by compounded TAP 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…
10y analysis · Full analysis span regression · 6 months rolling