+239.0%
TMUS vs CLSK
-80.9%
+319.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.8% | +2.1% | -0.6% |
| 7D | +4.9% | +8.0% | -3.1% | +4.9% |
| 30D | +7.7% | -27.9% | +35.6% | +7.8% |
| 3M | -6.8% | -42.3% | +35.5% | -6.6% |
| 6M | -9.7% | -50.0% | +40.3% | -9.5% |
| YTD | -15.0% | -34.3% | +19.3% | -15.0% |
| 1Y | -19.1% | -44.5% | +25.4% | -19.1% |
| 3Y | +21.4% | +74.5% | -53.1% | +19.6% |
| 5Y | +51.2% | -69.0% | +120.1% | +49.1% |
| All | +239.0% | -80.9% | +319.9% | +222.0% |
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 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