-63.3%
CLSK vs RNG
+199.2%
-262.5%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.9% | -2.8% | -3.3% |
| 7D | +1.7% | -9.6% | +11.3% | +5.1% |
| 30D | +11.1% | +8.8% | +2.3% | +7.3% |
| 3M | -14.1% | +78.6% | -92.7% | -33.5% |
| 6M | +32.9% | +70.3% | -37.4% | +2.7% |
| YTD | +26.5% | +140.3% | -113.9% | -18.4% |
| 1Y | +27.6% | +126.6% | -99.0% | -15.8% |
| 3Y | +190.9% | +120.2% | +70.7% | +92.7% |
| 5Y | -0.4% | -68.3% | +67.9% | -6.3% |
| All | -63.3% | +199.2% | -262.5% | -55.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling