-63.3%
CLSK vs RJF
+322.1%
-385.4%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.1% | -2.5% | -2.9% |
| 7D | +1.7% | -4.2% | +5.9% | +4.5% |
| 30D | +11.1% | -3.6% | +14.7% | +13.3% |
| 3M | -14.1% | +15.6% | -29.7% | -22.5% |
| 6M | +32.9% | +17.6% | +15.3% | +18.2% |
| YTD | +26.5% | +9.2% | +17.3% | +18.2% |
| 1Y | +27.6% | +5.5% | +22.1% | +22.6% |
| 3Y | +190.9% | +70.3% | +120.6% | +120.3% |
| 5Y | -0.4% | +106.0% | -106.4% | -26.5% |
| All | -63.3% | +322.1% | -385.4% | -79.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling