-41.8%
CLSK vs TOST
-48.6%
+6.8%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | +0.1% |
| 7D | +20.4% | -4.7% | +25.1% | +24.0% |
| 30D | -32.6% | +8.5% | -41.1% | -37.0% |
| 3M | -43.8% | -1.6% | -42.3% | -45.0% |
| 6M | -49.2% | +44.1% | -93.3% | -62.3% |
| YTD | -32.4% | -5.6% | -26.8% | -35.9% |
| 1Y | -48.7% | -12.6% | -36.1% | -48.6% |
| 3Y | +82.9% | +137.6% | -54.7% | -12.2% |
| 5Y | -68.1% | -30.4% | -37.7% | -73.4% |
| All | -41.8% | -48.6% | +6.8% | -48.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TOST.
Daily Out/Under-Performance
Portfolio return minus TOST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TOST 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 10y: compounded portfolio wealth divided by compounded TOST 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…
10y analysis · Full analysis span regression · 6 months rolling