-0.4%
CLSK vs TAP
-2.6%
+2.2%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.1% | -3.5% | -3.6% |
| 7D | +1.7% | -5.3% | +7.0% | +3.4% |
| 30D | +11.1% | -7.4% | +18.5% | +13.3% |
| 3M | -14.1% | -4.9% | -9.2% | -14.0% |
| 6M | +32.9% | -14.2% | +47.1% | +38.1% |
| YTD | +26.5% | -14.8% | +41.3% | +29.9% |
| 1Y | +27.6% | -18.1% | +45.7% | +32.8% |
| 3Y | +190.9% | -32.7% | +223.6% | +231.2% |
| 5Y | -0.4% | -0.5% | +0.1% | -9.4% |
| All | -0.4% | -2.6% | +2.2% | -9.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling