+6.0%
CLSK vs ROK
+47.1%
-41.1%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.7% | +5.1% | +5.0% |
| 7D | +7.7% | -1.2% | +9.0% | +9.2% |
| 30D | +12.2% | -4.8% | +17.0% | +18.4% |
| 3M | -15.5% | -6.1% | -9.4% | -9.9% |
| 6M | +39.3% | +15.5% | +23.9% | +18.9% |
| YTD | +35.1% | +11.2% | +23.9% | +20.5% |
| 1Y | +34.0% | +23.8% | +10.2% | +7.3% |
| 3Y | +226.3% | +53.1% | +173.1% | +105.5% |
| All | +6.0% | +47.1% | -41.1% | -29.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 ROK 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