-58.1%
CLSK vs TTWO
-18.4%
-39.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +7.1% | -23.7% | -17.8% |
| 7D | -20.7% | +7.0% | -27.7% | -21.9% |
| 30D | -45.5% | +2.7% | -48.2% | -45.8% |
| 3M | -52.0% | -13.0% | -39.0% | -49.7% |
| 6M | -47.0% | -7.2% | -39.7% | -47.0% |
| YTD | -32.8% | -18.4% | -14.4% | -34.1% |
| 1Y | -58.1% | -17.2% | -40.8% | -58.8% |
| All | -58.1% | -18.4% | -39.7% | -58.8% |
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