+74.5%
CLSK vs TOST
+146.3%
-71.8%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +3.5% | -6.2% | -4.7% |
| 7D | +8.0% | 0.0% | +7.9% | +7.8% |
| 30D | -27.9% | +16.2% | -44.1% | -34.9% |
| 3M | -42.3% | -1.5% | -40.7% | -43.1% |
| 6M | -50.0% | +55.3% | -105.3% | -64.2% |
| YTD | -34.3% | -2.3% | -32.0% | -38.0% |
| 1Y | -44.5% | -5.5% | -39.0% | -46.4% |
| 3Y | +74.5% | +151.1% | -76.6% | -29.6% |
| All | +74.5% | +146.3% | -71.8% | -29.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling