+34.0%
CLSK vs CRL
+80.5%
-46.5%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.9% | +4.9% | +6.1% |
| 7D | +7.7% | -3.5% | +11.3% | +9.0% |
| 30D | +12.2% | -2.1% | +14.4% | +13.2% |
| 3M | -15.5% | +48.0% | -63.4% | -28.3% |
| 6M | +39.3% | +64.7% | -25.4% | +10.6% |
| YTD | +35.1% | +39.5% | -4.4% | +13.6% |
| 1Y | +34.0% | +74.2% | -40.2% | +13.0% |
| All | +34.0% | +80.5% | -46.5% | +13.0% |
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