-47.6%
CLSK vs TOST
-46.9%
-0.7%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -1.4% | +9.8% | +9.3% |
| 7D | -19.7% | +9.4% | -29.1% | -25.1% |
| 30D | -46.5% | +13.5% | -60.0% | -51.5% |
| 3M | -51.7% | -0.1% | -51.5% | -53.2% |
| 6M | -57.5% | +22.5% | -80.0% | -65.4% |
| YTD | -39.1% | -2.4% | -36.8% | -43.5% |
| 1Y | -60.0% | -4.7% | -55.3% | -62.3% |
| 3Y | +42.9% | +103.2% | -60.3% | -23.8% |
| 5Y | -69.9% | -41.2% | -28.7% | -73.7% |
| All | -47.6% | -46.9% | -0.7% | -54.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling