+206.4%
CLSK vs RF
+92.1%
+114.3%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.2% | +7.4% | +7.4% |
| 7D | +21.9% | +2.7% | +19.2% | +18.7% |
| 30D | +9.6% | -3.4% | +13.0% | +13.2% |
| 3M | -18.4% | +6.4% | -24.8% | -24.8% |
| 6M | +46.4% | +13.4% | +33.0% | +24.5% |
| YTD | +33.2% | +14.2% | +19.0% | +10.0% |
| 1Y | +47.0% | +15.7% | +31.3% | +19.9% |
| 3Y | +206.4% | +91.3% | +115.0% | +47.2% |
| All | +206.4% | +92.1% | +114.3% | +47.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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