-12.9%
TLT vs CLSK
-60.8%
+47.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +6.8% | -6.7% | +0.1% |
| 7D | -1.6% | +7.7% | -9.4% | -1.6% |
| 30D | -1.1% | +12.2% | -13.4% | -1.1% |
| 3M | -4.9% | -15.5% | +10.6% | -4.9% |
| 6M | -5.0% | +39.3% | -44.4% | -5.0% |
| YTD | -4.4% | +35.1% | -39.4% | -4.3% |
| 1Y | -6.4% | +34.0% | -40.4% | -6.4% |
| 3Y | -2.0% | +226.3% | -228.2% | -1.9% |
| 5Y | -35.0% | +6.4% | -41.4% | -34.9% |
| All | -12.9% | -60.8% | +47.9% | -12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CLSK.
Daily Out/Under-Performance
Portfolio return minus CLSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLSK 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 CLSK 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