-0.4%
CLSK vs RL
+223.8%
-224.1%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.3% | -3.9% | -3.9% |
| 7D | +1.7% | -2.2% | +3.9% | +3.5% |
| 30D | +11.1% | -15.3% | +26.5% | +27.4% |
| 3M | -14.1% | -10.3% | -3.8% | -7.2% |
| 6M | +32.9% | -2.2% | +35.2% | +30.6% |
| YTD | +26.5% | -4.3% | +30.8% | +26.6% |
| 1Y | +27.6% | +8.9% | +18.7% | +12.7% |
| 3Y | +190.9% | +201.4% | -10.5% | -8.2% |
| 5Y | -0.4% | +230.6% | -231.0% | -72.2% |
| All | -0.4% | +223.8% | -224.1% | -72.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling