+39.8%
CLSK vs TTWO
-10.0%
+49.8%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.8% |
| 7D | +8.8% | -8.8% | +17.6% | +12.6% |
| 30D | -6.0% | -8.6% | +2.6% | -3.4% |
| 3M | -24.4% | -0.9% | -23.5% | -26.1% |
| 6M | +19.0% | -0.5% | +19.5% | +14.0% |
| YTD | +25.4% | -16.1% | +41.5% | +26.1% |
| 1Y | +39.8% | -10.8% | +50.5% | +50.2% |
| All | +39.8% | -10.0% | +49.8% | +50.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TTWO.
Daily Out/Under-Performance
Portfolio return minus TTWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTWO 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 1y: compounded portfolio wealth divided by compounded TTWO 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…
1y analysis · Full analysis span regression · 6 months rolling