+206.4%
CLSK vs TPR
+292.6%
-86.3%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -3.7% | +10.0% | +8.2% |
| 7D | +21.9% | -3.4% | +25.2% | +23.9% |
| 30D | +9.6% | -27.3% | +36.9% | +28.5% |
| 3M | -18.4% | -16.2% | -2.2% | -12.5% |
| 6M | +46.4% | -17.9% | +64.3% | +58.4% |
| YTD | +33.2% | -7.1% | +40.3% | +32.5% |
| 1Y | +47.0% | +13.6% | +33.4% | +28.8% |
| 3Y | +206.4% | +293.7% | -87.4% | -8.9% |
| All | +206.4% | +292.6% | -86.3% | -8.9% |
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 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