+34.0%
CLSK vs RMBS
+11.7%
+22.3%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.9% | +4.9% | +5.8% |
| 7D | +7.7% | +1.8% | +6.0% | +6.9% |
| 30D | +12.2% | -13.9% | +26.1% | +21.5% |
| 3M | -15.5% | -39.8% | +24.3% | +6.6% |
| 6M | +39.3% | -6.0% | +45.4% | +28.7% |
| YTD | +35.1% | -5.4% | +40.4% | +18.3% |
| 1Y | +34.0% | -1.8% | +35.8% | +17.6% |
| All | +34.0% | +11.7% | +22.3% | +17.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 RMBS 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