+205.8%
CLSK vs TLN
+583.6%
-377.8%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.8% | -2.9% | -0.9% |
| 7D | +8.8% | +7.1% | +1.8% | +5.4% |
| 30D | -6.0% | -3.9% | -2.1% | -4.4% |
| 3M | -24.4% | -16.2% | -8.2% | -17.8% |
| 6M | +19.0% | -5.8% | +24.9% | +22.7% |
| YTD | +25.4% | -15.4% | +40.8% | +33.0% |
| 1Y | +39.8% | -16.7% | +56.4% | +50.1% |
| 3Y | +177.7% | +473.8% | -296.1% | +44.7% |
| All | +205.8% | +583.6% | -377.8% | +83.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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