+181.4%
CLSK vs TOST
+62.0%
+119.4%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.8% |
| 7D | +8.8% | -3.4% | +12.2% | +11.2% |
| 30D | -6.0% | -2.4% | -3.6% | -5.7% |
| 3M | -24.4% | +34.6% | -59.0% | -39.7% |
| 6M | +19.0% | +15.2% | +3.8% | +3.0% |
| YTD | +25.4% | -4.4% | +29.8% | +21.6% |
| 1Y | +39.8% | -17.4% | +57.2% | +50.2% |
| All | +181.4% | +62.0% | +119.4% | +60.3% |
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