-60.8%
CLSK vs TGT
+169.2%
-230.0%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.1% | +6.7% | +6.8% |
| 7D | +7.7% | -5.2% | +13.0% | +9.9% |
| 30D | +12.2% | +1.2% | +11.0% | +11.2% |
| 3M | -15.5% | +18.4% | -33.8% | -21.8% |
| 6M | +39.3% | +33.4% | +5.9% | +22.8% |
| YTD | +35.1% | +63.8% | -28.7% | +9.7% |
| 1Y | +34.0% | +77.2% | -43.1% | +5.6% |
| 3Y | +226.3% | +41.8% | +184.5% | +175.7% |
| 5Y | +6.4% | -25.5% | +31.9% | +0.9% |
| All | -60.8% | +169.2% | -230.0% | -44.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TGT.
Daily Out/Under-Performance
Portfolio return minus TGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TGT 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 TGT 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