-68.1%
CLSK vs RL
+243.2%
-311.2%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.3% |
| 7D | +20.4% | +2.4% | +18.1% | +18.1% |
| 30D | -32.6% | +4.6% | -37.2% | -35.4% |
| 3M | -43.8% | -1.1% | -42.7% | -44.0% |
| 6M | -49.2% | +16.5% | -65.8% | -57.5% |
| YTD | -32.4% | +11.4% | -43.8% | -41.2% |
| 1Y | -48.7% | +16.1% | -64.8% | -57.2% |
| 3Y | +82.9% | +252.6% | -169.7% | -53.2% |
| 5Y | -68.1% | +244.9% | -312.9% | -92.5% |
| All | -68.1% | +243.2% | -311.2% | -92.5% |
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 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