+226.3%
CLSK vs RNG
+119.8%
+106.5%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -0.2% | +7.0% | +6.9% |
| 7D | +7.7% | -6.1% | +13.8% | +9.8% |
| 30D | +12.2% | +9.6% | +2.6% | +8.1% |
| 3M | -15.5% | +83.3% | -98.8% | -36.3% |
| 6M | +39.3% | +77.9% | -38.6% | +3.4% |
| YTD | +35.1% | +139.9% | -104.8% | -20.9% |
| 1Y | +34.0% | +121.7% | -87.6% | -17.6% |
| 3Y | +226.3% | +121.9% | +104.4% | +88.5% |
| All | +226.3% | +119.8% | +106.5% | +88.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 3y: compounded portfolio wealth divided by compounded RNG 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…
3y analysis · Full analysis span regression · 6 months rolling