-80.9%
CLSK vs RL
+319.2%
-400.2%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.2% | -1.6% | -2.2% |
| 7D | +8.0% | +2.6% | +5.4% | +6.8% |
| 30D | -27.9% | +2.9% | -30.9% | -28.9% |
| 3M | -42.3% | 0.0% | -42.3% | -42.6% |
| 6M | -50.0% | +17.1% | -67.1% | -54.4% |
| YTD | -34.3% | +10.1% | -44.4% | -38.1% |
| 1Y | -44.5% | +17.3% | -61.8% | -49.3% |
| 3Y | +74.5% | +249.3% | -174.8% | -2.0% |
| 5Y | -69.0% | +240.9% | -309.9% | -82.4% |
| All | -80.9% | +319.2% | -400.2% | -82.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling