-77.1%
CLSK vs REPL
+36.8%
-113.9%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.4% | -2.7% |
| 7D | +8.0% | +1.2% | +6.7% | +7.8% |
| 30D | -27.9% | +92.2% | -120.1% | -31.6% |
| 3M | -42.3% | +44.1% | -86.4% | -44.1% |
| 6M | -50.0% | +313.0% | -363.0% | -58.5% |
| YTD | -34.3% | +125.2% | -159.5% | -46.1% |
| 1Y | -44.5% | +143.8% | -188.3% | -54.8% |
| 3Y | +74.5% | +104.2% | -29.7% | +3.3% |
| 5Y | -69.0% | -34.5% | -34.4% | -77.8% |
| All | -77.1% | +36.8% | -113.9% | -89.8% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 10y: compounded portfolio wealth divided by compounded REPL 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…
10y analysis · Full analysis span regression · 6 months rolling