-63.6%
CLSK vs TYL
+144.6%
-208.3%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.0% | +4.9% | +3.2% |
| 7D | +8.8% | -3.7% | +12.5% | +11.1% |
| 30D | -6.0% | +18.7% | -24.7% | -15.8% |
| 3M | -24.4% | +18.1% | -42.5% | -34.6% |
| 6M | +19.0% | -1.1% | +20.2% | +13.2% |
| YTD | +25.4% | -19.8% | +45.2% | +34.9% |
| 1Y | +39.8% | -34.3% | +74.1% | +71.6% |
| 3Y | +177.7% | -8.2% | +185.9% | +156.0% |
| 5Y | -11.0% | -25.4% | +14.4% | -4.0% |
| All | -63.6% | +144.6% | -208.3% | -64.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 TYL 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