+81.4%
CLSK vs TPR
+407.3%
-325.9%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.7% | +6.9% | +5.9% |
| 7D | +1.6% | +6.4% | -4.8% | -2.0% |
| 30D | -32.9% | +13.8% | -46.7% | -37.9% |
| 3M | -40.0% | -16.6% | -23.4% | -35.6% |
| 6M | -51.7% | +0.7% | -52.3% | -53.8% |
| YTD | -31.7% | +5.3% | -37.1% | -37.1% |
| 1Y | -50.8% | +32.4% | -83.2% | -60.7% |
| All | +81.4% | +407.3% | -325.9% | -54.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling