-25.0%
CLSK vs TEM
+53.2%
-78.2%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.7% | +3.2% | 0.0% |
| 7D | +17.2% | -1.1% | +18.3% | +17.7% |
| 30D | +14.6% | +11.3% | +3.3% | +9.4% |
| 3M | -16.8% | +25.5% | -42.4% | -24.9% |
| 6M | +38.2% | +17.1% | +21.1% | +26.4% |
| YTD | +31.2% | +3.8% | +27.4% | +24.7% |
| 1Y | +37.3% | -24.4% | +61.7% | +43.9% |
| All | -25.0% | +53.2% | -78.2% | -33.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 TEM 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