-60.8%
CLSK vs RJF
+321.9%
-382.7%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | 0.0% | +6.8% | +6.8% |
| 7D | +7.7% | -2.7% | +10.4% | +9.6% |
| 30D | +12.2% | -4.3% | +16.5% | +15.0% |
| 3M | -15.5% | +15.7% | -31.2% | -23.8% |
| 6M | +39.3% | +17.8% | +21.5% | +23.8% |
| YTD | +35.1% | +9.2% | +25.9% | +26.3% |
| 1Y | +34.0% | +2.8% | +31.2% | +30.9% |
| 3Y | +226.3% | +69.5% | +156.8% | +147.7% |
| 5Y | +6.4% | +105.9% | -99.6% | -21.5% |
| All | -60.8% | +321.9% | -382.7% | -77.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling