-30.0%
CLSK vs RBRK
+124.5%
-154.5%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -2.5% | +9.3% | +7.5% |
| 7D | +7.7% | -7.5% | +15.2% | +10.1% |
| 30D | +12.2% | -10.4% | +22.7% | +15.2% |
| 3M | -15.5% | +21.3% | -36.7% | -22.4% |
| 6M | +39.3% | +50.6% | -11.3% | +17.2% |
| YTD | +35.1% | +13.3% | +21.8% | +23.1% |
| 1Y | +34.0% | +11.2% | +22.8% | +21.5% |
| All | -30.0% | +124.5% | -154.5% | -54.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RBRK.
Daily Out/Under-Performance
Portfolio return minus RBRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBRK 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 RBRK 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