+216.9%
CLSK vs RL
+198.9%
+18.1%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.3% | +1.9% | +1.0% |
| 7D | +17.2% | -0.3% | +17.5% | +17.5% |
| 30D | +14.6% | -17.5% | +32.1% | +31.9% |
| 3M | -16.8% | -14.0% | -2.9% | -7.9% |
| 6M | +38.2% | -2.0% | +40.2% | +35.9% |
| YTD | +31.2% | -4.6% | +35.8% | +31.8% |
| 1Y | +37.3% | +9.5% | +27.8% | +22.2% |
| All | +216.9% | +198.9% | +18.1% | -7.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling