+6.0%
CLSK vs CRL
-37.1%
+43.1%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.9% | +4.9% | +5.5% |
| 7D | +7.7% | -3.5% | +11.3% | +10.4% |
| 30D | +12.2% | -2.1% | +14.4% | +14.0% |
| 3M | -15.5% | +48.0% | -63.4% | -38.3% |
| 6M | +39.3% | +64.7% | -25.4% | -8.0% |
| YTD | +35.1% | +39.5% | -4.4% | +0.8% |
| 1Y | +34.0% | +74.2% | -40.2% | -17.7% |
| 3Y | +226.3% | +39.4% | +186.9% | +134.2% |
| All | +6.0% | -37.1% | +43.1% | +21.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling