+6.0%
CLSK vs RNG
-68.4%
+74.3%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -0.2% | +7.0% | +6.9% |
| 7D | +7.7% | -6.1% | +13.8% | +10.9% |
| 30D | +12.2% | +9.6% | +2.6% | +6.1% |
| 3M | -15.5% | +83.3% | -98.8% | -43.5% |
| 6M | +39.3% | +77.9% | -38.6% | -8.7% |
| YTD | +35.1% | +139.9% | -104.8% | -32.6% |
| 1Y | +34.0% | +121.7% | -87.6% | -29.9% |
| 3Y | +226.3% | +121.9% | +104.4% | +61.9% |
| All | +6.0% | -68.4% | +74.3% | +63.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling