-63.6%
CLSK vs ROL
+191.5%
-255.1%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.8% |
| 7D | +8.8% | -1.4% | +10.3% | +9.1% |
| 30D | -6.0% | -4.1% | -1.9% | -5.4% |
| 3M | -24.4% | -22.5% | -1.9% | -21.0% |
| 6M | +19.0% | -37.7% | +56.7% | +30.3% |
| YTD | +25.4% | -39.6% | +65.0% | +37.5% |
| 1Y | +39.8% | -36.0% | +75.8% | +50.2% |
| 3Y | +177.7% | -5.1% | +182.8% | +167.3% |
| 5Y | -11.0% | -3.4% | -7.6% | -17.7% |
| All | -63.6% | +191.5% | -255.1% | -84.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling