-63.6%
CLSK vs TPR
+329.0%
-392.6%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | +8.8% | -2.3% | +11.1% | +9.8% |
| 30D | -6.0% | -23.0% | +17.0% | +2.8% |
| 3M | -24.4% | -12.5% | -11.9% | -21.5% |
| 6M | +19.0% | -21.4% | +40.5% | +29.1% |
| YTD | +25.4% | -3.5% | +28.9% | +24.3% |
| 1Y | +39.8% | +17.4% | +22.4% | +28.6% |
| 3Y | +177.7% | +291.3% | -113.6% | +61.2% |
| 5Y | -11.0% | +241.9% | -252.9% | -46.2% |
| All | -63.6% | +329.0% | -392.6% | -84.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling