+6.0%
CLSK vs TEVA
+300.5%
-294.6%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.0% | +4.8% | +5.9% |
| 7D | +7.7% | +2.0% | +5.7% | +6.9% |
| 30D | +12.2% | +1.0% | +11.3% | +11.7% |
| 3M | -15.5% | +7.3% | -22.8% | -19.3% |
| 6M | +39.3% | +21.7% | +17.6% | +24.3% |
| YTD | +35.1% | +18.8% | +16.2% | +21.8% |
| 1Y | +34.0% | +86.5% | -52.5% | -3.3% |
| 3Y | +226.3% | +269.4% | -43.2% | +46.7% |
| All | +6.0% | +300.5% | -294.6% | -56.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling