+41.9%
TMUS vs CLSK
+2.1%
+39.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.5% | -0.9% | -2.4% |
| 7D | -5.3% | +17.2% | -22.5% | -5.6% |
| 30D | +0.1% | +14.6% | -14.5% | -0.2% |
| 3M | -0.6% | -16.8% | +16.2% | -0.4% |
| 6M | -17.5% | +38.2% | -55.7% | -18.5% |
| YTD | -11.3% | +31.2% | -42.5% | -12.5% |
| 1Y | -25.4% | +37.3% | -62.7% | -27.1% |
| 3Y | +35.5% | +201.8% | -166.3% | +19.4% |
| 5Y | +41.9% | -1.6% | +43.5% | +20.8% |
| All | +41.9% | +2.1% | +39.8% | +20.8% |
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