+34.0%
CLSK vs ROL
-37.8%
+71.8%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.5% | +6.3% | +7.1% |
| 7D | +7.7% | -3.2% | +10.9% | +5.9% |
| 30D | +12.2% | -4.9% | +17.1% | +9.6% |
| 3M | -15.5% | -25.8% | +10.4% | -26.1% |
| 6M | +39.3% | -37.6% | +76.9% | +12.7% |
| YTD | +35.1% | -41.5% | +76.6% | +10.2% |
| 1Y | +34.0% | -39.5% | +73.5% | +13.4% |
| All | +34.0% | -37.8% | +71.8% | +13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 1y: compounded portfolio wealth divided by compounded ROL 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…
1y analysis · Full analysis span regression · 6 months rolling