-58.1%
CLSK vs RJF
+7.8%
-65.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +4.3% | -20.9% | -18.4% |
| 7D | -20.7% | +7.2% | -27.9% | -23.7% |
| 30D | -45.5% | +4.9% | -50.4% | -46.9% |
| 3M | -52.0% | -5.5% | -46.5% | -50.1% |
| 6M | -47.0% | +8.0% | -54.9% | -50.5% |
| YTD | -32.8% | +6.2% | -39.0% | -40.8% |
| 1Y | -58.1% | +7.8% | -65.9% | -64.0% |
| All | -58.1% | +7.8% | -65.9% | -64.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 1y: compounded portfolio wealth divided by compounded RJF 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…
1y analysis · Full analysis span regression · 6 months rolling