-60.8%
CLSK vs CRL
+277.6%
-338.4%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.9% | +4.9% | +5.7% |
| 7D | +7.7% | -3.5% | +11.3% | +9.9% |
| 30D | +12.2% | -2.1% | +14.4% | +13.7% |
| 3M | -15.5% | +48.0% | -63.4% | -34.2% |
| 6M | +39.3% | +64.7% | -25.4% | +0.6% |
| YTD | +35.1% | +39.5% | -4.4% | +7.5% |
| 1Y | +34.0% | +74.2% | -40.2% | -7.8% |
| 3Y | +226.3% | +39.4% | +186.9% | +153.6% |
| 5Y | +6.4% | -36.9% | +43.3% | +12.3% |
| All | -60.8% | +277.6% | -338.4% | -74.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling