-61.4%
CLSK vs TXT
+79.5%
-140.9%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.6% | +5.6% | +5.9% |
| 7D | +21.9% | -0.2% | +22.1% | +22.0% |
| 30D | +9.6% | -11.1% | +20.7% | +16.4% |
| 3M | -18.4% | -13.0% | -5.4% | -12.4% |
| 6M | +46.4% | -16.2% | +62.6% | +60.4% |
| YTD | +33.2% | -8.7% | +41.9% | +38.5% |
| 1Y | +47.0% | -3.8% | +50.8% | +49.0% |
| 3Y | +206.4% | +5.5% | +200.8% | +203.5% |
| 5Y | +5.4% | +12.3% | -6.9% | +4.7% |
| All | -61.4% | +79.5% | -140.9% | -65.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling