-60.8%
CLSK vs RIG
-47.5%
-13.3%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -1.7% | +8.5% | +7.2% |
| 7D | +7.7% | -3.1% | +10.8% | +8.4% |
| 30D | +12.2% | -0.5% | +12.8% | +12.2% |
| 3M | -15.5% | -6.0% | -9.5% | -15.0% |
| 6M | +39.3% | -10.1% | +49.5% | +39.8% |
| YTD | +35.1% | +37.3% | -2.2% | +22.7% |
| 1Y | +34.0% | +73.9% | -39.9% | +15.2% |
| 3Y | +226.3% | -30.2% | +256.4% | +230.9% |
| 5Y | +6.4% | +62.5% | -56.1% | -10.8% |
| All | -60.8% | -47.5% | -13.3% | -59.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 RIG 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