+39.8%
CLSK vs CRL
+78.8%
-39.1%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.7% | +2.5% | +1.4% |
| 7D | +8.8% | -1.0% | +9.9% | +9.2% |
| 30D | -6.0% | +10.7% | -16.7% | -8.9% |
| 3M | -24.4% | +55.3% | -79.7% | -36.4% |
| 6M | +19.0% | +60.7% | -41.6% | -2.9% |
| YTD | +25.4% | +44.6% | -19.2% | +4.9% |
| 1Y | +39.8% | +77.7% | -38.0% | +17.3% |
| All | +39.8% | +78.8% | -39.1% | +17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 1y: compounded portfolio wealth divided by compounded CRL 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…
1y analysis · Full analysis span regression · 6 months rolling