-60.8%
CLSK vs TXT
+82.9%
-143.7%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.3% | +4.5% | +5.6% |
| 7D | +7.7% | +2.5% | +5.3% | +6.4% |
| 30D | +12.2% | -8.9% | +21.1% | +17.7% |
| 3M | -15.5% | -13.6% | -1.9% | -8.9% |
| 6M | +39.3% | -13.1% | +52.4% | +49.9% |
| YTD | +35.1% | -7.0% | +42.1% | +39.2% |
| 1Y | +34.0% | -1.4% | +35.4% | +34.3% |
| 3Y | +226.3% | +7.0% | +219.3% | +221.0% |
| 5Y | +6.4% | +15.4% | -9.0% | +4.5% |
| All | -60.8% | +82.9% | -143.7% | -65.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 10y: compounded portfolio wealth divided by compounded TXT 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…
10y analysis · Full analysis span regression · 6 months rolling