+205.5%
CLSK vs CRL
+36.0%
+169.5%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.9% | -1.7% | -2.5% |
| 7D | +1.7% | -6.9% | +8.7% | +6.0% |
| 30D | +11.1% | -3.2% | +14.3% | +13.3% |
| 3M | -14.1% | +46.5% | -60.6% | -33.9% |
| 6M | +32.9% | +63.1% | -30.2% | -6.2% |
| YTD | +26.5% | +36.9% | -10.4% | 0.0% |
| 1Y | +27.6% | +78.1% | -50.5% | -17.2% |
| All | +205.5% | +36.0% | +169.5% | +156.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling