-0.4%
CLSK vs ROL
-4.5%
+4.1%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.1% | -3.7% | -3.6% |
| 7D | +1.7% | -3.2% | +5.0% | +3.2% |
| 30D | +11.1% | -6.6% | +17.7% | +14.2% |
| 3M | -14.1% | -27.3% | +13.2% | -0.9% |
| 6M | +32.9% | -38.1% | +71.0% | +67.4% |
| YTD | +26.5% | -41.8% | +68.2% | +62.3% |
| 1Y | +27.6% | -37.8% | +65.4% | +53.4% |
| 3Y | +190.9% | -0.3% | +191.2% | +122.0% |
| 5Y | -0.4% | -5.1% | +4.7% | -29.2% |
| All | -0.4% | -4.5% | +4.1% | -29.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling