-58.1%
CLSK vs RL
+34.3%
-92.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +4.5% | -21.0% | -18.6% |
| 7D | -20.7% | +5.8% | -26.5% | -23.2% |
| 30D | -45.5% | +12.7% | -58.2% | -49.0% |
| 3M | -52.0% | +9.3% | -61.4% | -54.7% |
| 6M | -47.0% | +16.9% | -63.9% | -52.0% |
| YTD | -32.8% | +17.5% | -50.3% | -41.9% |
| 1Y | -58.1% | +34.6% | -92.7% | -71.0% |
| All | -58.1% | +34.3% | -92.4% | -71.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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