-80.4%
CLSK vs TPR
+365.8%
-446.2%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.8% |
| 7D | +20.4% | -1.1% | +21.6% | +21.0% |
| 30D | -32.6% | +15.1% | -47.7% | -36.9% |
| 3M | -43.8% | -13.4% | -30.4% | -42.0% |
| 6M | -49.2% | +1.4% | -50.6% | -51.0% |
| YTD | -32.4% | +4.8% | -37.2% | -36.0% |
| 1Y | -48.7% | +29.2% | -77.9% | -55.3% |
| 3Y | +82.9% | +403.7% | -320.8% | -4.4% |
| 5Y | -68.1% | +230.8% | -298.9% | -81.2% |
| All | -80.4% | +365.8% | -446.2% | -92.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling