-11.5%
TLT vs CLSK
-61.4%
+49.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.2% | -6.2% | 0.0% |
| 7D | +0.4% | +21.9% | -21.5% | +0.4% |
| 30D | -0.3% | +9.6% | -9.9% | -0.3% |
| 3M | -1.7% | -18.4% | +16.7% | -1.7% |
| 6M | -4.9% | +46.4% | -51.3% | -4.9% |
| YTD | -2.8% | +33.2% | -36.0% | -2.8% |
| 1Y | -4.2% | +47.0% | -51.2% | -4.2% |
| 3Y | -1.1% | +206.4% | -207.5% | -1.0% |
| 5Y | -33.7% | +5.4% | -39.1% | -33.7% |
| All | -11.5% | -61.4% | +49.9% | -10.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling