-63.6%
CLSK vs RL
+280.0%
-343.7%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.0% | -1.2% | -0.1% |
| 7D | +8.8% | -0.8% | +9.6% | +9.4% |
| 30D | -6.0% | -7.8% | +1.8% | -2.7% |
| 3M | -24.4% | -4.0% | -20.4% | -23.4% |
| 6M | +19.0% | -1.9% | +20.9% | +19.0% |
| YTD | +25.4% | -0.2% | +25.6% | +24.3% |
| 1Y | +39.8% | +10.7% | +29.1% | +31.5% |
| 3Y | +177.7% | +210.8% | -33.1% | +65.4% |
| 5Y | -11.0% | +238.2% | -249.2% | -48.0% |
| All | -63.6% | +280.0% | -343.7% | -65.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling