-63.3%
CLSK vs TPR
+306.9%
-370.3%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.9% | -5.5% | -4.3% |
| 7D | +1.7% | -5.1% | +6.9% | +3.7% |
| 30D | +11.1% | -27.6% | +38.7% | +24.4% |
| 3M | -14.1% | -17.5% | +3.4% | -8.9% |
| 6M | +32.9% | -21.3% | +54.2% | +43.6% |
| YTD | +26.5% | -8.5% | +34.9% | +27.7% |
| 1Y | +27.6% | +11.5% | +16.2% | +19.6% |
| 3Y | +190.9% | +288.0% | -97.1% | +69.5% |
| 5Y | -0.4% | +225.2% | -225.5% | -38.7% |
| All | -63.3% | +306.9% | -370.3% | -84.4% |
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