-63.3%
CLSK vs RL
+264.3%
-327.6%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.3% | -3.9% | -3.8% |
| 7D | +1.7% | -2.2% | +3.9% | +2.8% |
| 30D | +11.1% | -15.3% | +26.5% | +20.2% |
| 3M | -14.1% | -10.3% | -3.8% | -10.0% |
| 6M | +32.9% | -2.2% | +35.2% | +32.8% |
| YTD | +26.5% | -4.3% | +30.8% | +27.9% |
| 1Y | +27.6% | +8.9% | +18.7% | +21.0% |
| 3Y | +190.9% | +201.4% | -10.5% | +76.0% |
| 5Y | -0.4% | +230.6% | -231.0% | -40.9% |
| All | -63.3% | +264.3% | -327.6% | -64.2% |
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