+6.0%
CLSK vs TTWO
+39.3%
-33.4%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -0.7% | +7.5% | +7.3% |
| 7D | +7.7% | +0.4% | +7.4% | +7.3% |
| 30D | +12.2% | -11.3% | +23.6% | +21.5% |
| 3M | -15.5% | +1.6% | -17.1% | -18.7% |
| 6M | +39.3% | +2.1% | +37.3% | +31.7% |
| YTD | +35.1% | -15.8% | +50.9% | +48.1% |
| 1Y | +34.0% | -12.6% | +46.6% | +41.9% |
| 3Y | +226.3% | +48.2% | +178.0% | +116.3% |
| All | +6.0% | +39.3% | -33.4% | -39.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling