+216.9%
CLSK vs REPL
-27.0%
+244.0%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.2% | +0.7% | -1.4% |
| 7D | +17.2% | -9.6% | +26.8% | +17.4% |
| 30D | +14.6% | +5.7% | +8.9% | +14.4% |
| 3M | -16.8% | +56.4% | -73.2% | -17.9% |
| 6M | +38.2% | +67.4% | -29.2% | +32.8% |
| YTD | +31.2% | +48.7% | -17.4% | +26.3% |
| 1Y | +37.3% | +148.3% | -110.9% | +28.1% |
| All | +216.9% | -27.0% | +244.0% | +150.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling