+50.2%
CLSK vs TXG
+27.0%
+23.2%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +3.3% | +3.5% | +5.1% |
| 7D | +7.7% | +9.5% | -1.8% | +2.9% |
| 30D | +12.2% | +18.8% | -6.5% | +2.5% |
| 3M | -15.5% | +136.1% | -151.6% | -47.9% |
| 6M | +39.3% | +235.2% | -195.9% | -30.6% |
| YTD | +35.1% | +320.5% | -285.5% | -41.4% |
| 1Y | +34.0% | +425.2% | -391.2% | -50.6% |
| 3Y | +226.3% | +42.9% | +183.4% | +124.0% |
| 5Y | +6.4% | -62.8% | +69.2% | +37.1% |
| All | +50.2% | +27.0% | +23.2% | +18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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