+216.9%
CLSK vs TAP
-33.0%
+250.0%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -1.4% |
| 7D | +17.2% | -5.1% | +22.3% | +17.6% |
| 30D | +14.6% | -8.4% | +23.0% | +15.2% |
| 3M | -16.8% | -3.9% | -12.9% | -17.2% |
| 6M | +38.2% | -14.4% | +52.6% | +41.0% |
| YTD | +31.2% | -14.7% | +46.0% | +32.4% |
| 1Y | +37.3% | -18.7% | +56.0% | +40.5% |
| All | +216.9% | -33.0% | +250.0% | +263.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling