-65.7%
CLSK vs TEVA
+81.2%
-146.9%
-69.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.5% | -0.2% | -16.3% | -16.4% |
| 7D | -30.7% | +0.7% | -31.5% | -30.8% |
| 30D | -53.8% | +6.8% | -60.6% | -54.5% |
| 3M | -57.9% | +20.3% | -78.3% | -59.8% |
| 6M | -57.6% | +16.5% | -74.2% | -58.0% |
| YTD | -43.9% | +33.9% | -77.7% | -50.2% |
| 1Y | -65.7% | +69.8% | -135.6% | -80.8% |
| All | -65.7% | +81.2% | -146.9% | -80.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TEVA.
Daily Out/Under-Performance
Portfolio return minus TEVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEVA 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 1y: compounded portfolio wealth divided by compounded TEVA 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…
1y analysis · Full analysis span regression · 6 months rolling