+226.3%
CLSK vs TEVA
+280.8%
-54.5%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.0% | +4.8% | +6.1% |
| 7D | +7.7% | +2.0% | +5.7% | +7.1% |
| 30D | +12.2% | +1.0% | +11.3% | +11.9% |
| 3M | -15.5% | +7.3% | -22.8% | -18.2% |
| 6M | +39.3% | +21.7% | +17.6% | +27.5% |
| YTD | +35.1% | +18.8% | +16.2% | +24.8% |
| 1Y | +34.0% | +86.5% | -52.5% | +3.6% |
| 3Y | +226.3% | +269.4% | -43.2% | +38.3% |
| All | +226.3% | +280.8% | -54.5% | +38.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling