-60.8%
CLSK vs TDY
+408.5%
-469.4%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.2% | +5.6% | +6.1% |
| 7D | +7.7% | -1.1% | +8.8% | +8.4% |
| 30D | +12.2% | -12.0% | +24.3% | +21.0% |
| 3M | -15.5% | -3.2% | -12.3% | -13.8% |
| 6M | +39.3% | -7.9% | +47.2% | +47.0% |
| YTD | +35.1% | +18.2% | +16.9% | +25.0% |
| 1Y | +34.0% | +6.7% | +27.4% | +31.8% |
| 3Y | +226.3% | +47.5% | +178.7% | +177.4% |
| 5Y | +6.4% | +39.5% | -33.1% | -6.3% |
| All | -60.8% | +408.5% | -469.4% | -76.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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