+27.6%
CLSK vs RL
+9.4%
+18.3%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.3% | -3.9% | -3.8% |
| 7D | +1.7% | -2.2% | +3.9% | +2.9% |
| 30D | +11.1% | -15.3% | +26.5% | +21.8% |
| 3M | -14.1% | -10.3% | -3.8% | -9.6% |
| 6M | +32.9% | -2.2% | +35.2% | +30.8% |
| YTD | +26.5% | -4.3% | +30.8% | +24.7% |
| 1Y | +27.6% | +8.9% | +18.7% | +17.5% |
| All | +27.6% | +9.4% | +18.3% | +17.5% |
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