-60.8%
CLSK vs RMBS
+575.8%
-636.6%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.9% | +4.9% | +5.6% |
| 7D | +7.7% | +1.8% | +6.0% | +6.7% |
| 30D | +12.2% | -13.9% | +26.1% | +24.0% |
| 3M | -15.5% | -39.8% | +24.3% | +14.1% |
| 6M | +39.3% | -6.0% | +45.4% | +30.9% |
| YTD | +35.1% | -5.4% | +40.4% | +22.5% |
| 1Y | +34.0% | -1.8% | +35.8% | +15.8% |
| 3Y | +226.3% | +53.7% | +172.6% | +78.8% |
| 5Y | +6.4% | +268.5% | -262.1% | -70.5% |
| All | -60.8% | +575.8% | -636.6% | -93.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling