-56.2%
CLSK vs REPL
-6.0%
-50.2%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.5% | +1.0% |
| 7D | +8.8% | -3.0% | +11.8% | +9.0% |
| 30D | -6.0% | +27.1% | -33.1% | -8.0% |
| 3M | -24.4% | +52.4% | -76.8% | -29.6% |
| 6M | +19.0% | +107.4% | -88.4% | -2.1% |
| YTD | +25.4% | +54.7% | -29.3% | +6.2% |
| 1Y | +39.8% | +158.9% | -119.1% | +5.2% |
| 3Y | +177.7% | -23.7% | +201.4% | +92.2% |
| 5Y | -11.0% | -54.3% | +43.3% | -34.6% |
| All | -56.2% | -6.0% | -50.2% | -79.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling