-35.4%
TLT vs CLSK
+6.4%
-41.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +6.8% | -6.7% | +0.1% |
| 7D | -1.6% | +7.7% | -9.4% | -1.7% |
| 30D | -1.1% | +12.2% | -13.4% | -1.2% |
| 3M | -4.9% | -15.5% | +10.6% | -4.8% |
| 6M | -5.0% | +39.3% | -44.4% | -5.3% |
| YTD | -4.4% | +35.1% | -39.4% | -4.7% |
| 1Y | -6.4% | +34.0% | -40.4% | -6.8% |
| 3Y | -2.0% | +226.3% | -228.2% | -3.8% |
| All | -35.4% | +6.4% | -41.8% | -38.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling