-61.7%
CLSK vs RDW
-0.7%
-61.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -2.3% | +9.1% | +7.6% |
| 7D | +7.7% | +0.9% | +6.9% | +7.3% |
| 30D | +12.2% | -21.3% | +33.5% | +22.3% |
| 3M | -15.5% | -37.9% | +22.4% | -2.4% |
| 6M | +39.3% | +12.3% | +27.1% | +18.7% |
| YTD | +35.1% | +39.7% | -4.7% | +4.1% |
| 1Y | +34.0% | +25.7% | +8.3% | +4.6% |
| 3Y | +226.3% | +230.8% | -4.6% | +18.9% |
| 5Y | +6.4% | -8.8% | +15.1% | -48.9% |
| All | -61.7% | -0.7% | -61.0% | -82.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RDW.
Daily Out/Under-Performance
Portfolio return minus RDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDW 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 RDW 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