-61.4%
CLSK vs CRL
+280.9%
-342.3%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -2.7% | +8.9% | +7.7% |
| 7D | +21.9% | -0.6% | +22.4% | +22.1% |
| 30D | +9.6% | +5.0% | +4.6% | +6.5% |
| 3M | -18.4% | +50.6% | -69.0% | -37.1% |
| 6M | +46.4% | +60.9% | -14.6% | +7.0% |
| YTD | +33.2% | +40.7% | -7.5% | +5.4% |
| 1Y | +47.0% | +73.3% | -26.3% | +1.1% |
| 3Y | +206.4% | +40.6% | +165.8% | +136.8% |
| 5Y | +5.4% | -37.0% | +42.4% | +10.9% |
| All | -61.4% | +280.9% | -342.3% | -74.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling