+226.3%
CLSK vs RIO
+88.2%
+138.1%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.6% | +6.2% | +6.2% |
| 7D | +7.7% | -3.2% | +10.9% | +11.5% |
| 30D | +12.2% | +0.9% | +11.3% | +11.4% |
| 3M | -15.5% | -1.4% | -14.0% | -14.4% |
| 6M | +39.3% | +10.9% | +28.4% | +24.0% |
| YTD | +35.1% | +31.2% | +3.9% | +2.0% |
| 1Y | +34.0% | +67.9% | -33.9% | -21.6% |
| 3Y | +226.3% | +88.8% | +137.5% | +55.5% |
| All | +226.3% | +88.2% | +138.1% | +55.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 RIO 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