-58.1%
CLSK vs TPR
+20.9%
-79.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +3.5% | -20.1% | -17.5% |
| 7D | -20.7% | +12.6% | -33.4% | -23.7% |
| 30D | -45.5% | +7.1% | -52.7% | -46.7% |
| 3M | -52.0% | -19.4% | -32.7% | -48.3% |
| 6M | -47.0% | -9.7% | -37.2% | -46.4% |
| YTD | -32.8% | -1.0% | -31.8% | -31.2% |
| 1Y | -58.1% | +19.3% | -77.4% | -62.9% |
| All | -58.1% | +20.9% | -79.0% | -62.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 1y: compounded portfolio wealth divided by compounded TPR 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…
1y analysis · Full analysis span regression · 6 months rolling