-61.9%
CLSK vs ROK
+284.3%
-346.2%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.0% |
| 7D | +17.2% | +0.2% | +17.0% | +17.1% |
| 30D | +14.6% | -1.8% | +16.4% | +16.1% |
| 3M | -16.8% | -7.2% | -9.7% | -12.1% |
| 6M | +38.2% | +14.2% | +24.0% | +26.5% |
| YTD | +31.2% | +10.6% | +20.7% | +23.6% |
| 1Y | +37.3% | +25.9% | +11.4% | +19.1% |
| 3Y | +201.8% | +50.8% | +151.0% | +135.7% |
| 5Y | -1.6% | +47.0% | -48.6% | -23.2% |
| All | -61.9% | +284.3% | -346.2% | -77.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling