+40.3%
CLSK vs CRL
+62.5%
-22.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -2.7% | +8.9% | +6.8% |
| 7D | +21.9% | -0.6% | +22.4% | +21.9% |
| 30D | +9.6% | +5.0% | +4.6% | +8.8% |
| 3M | -18.4% | +50.6% | -69.0% | -27.5% |
| All | +40.3% | +62.5% | -22.3% | +18.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling