-61.4%
CLSK vs ROP
+131.5%
-192.9%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -2.9% | +9.1% | +7.5% |
| 7D | +21.9% | -5.4% | +27.3% | +24.8% |
| 30D | +9.6% | -1.6% | +11.2% | +10.1% |
| 3M | -18.4% | +18.8% | -37.2% | -27.3% |
| 6M | +46.4% | +8.2% | +38.2% | +36.4% |
| YTD | +33.2% | -10.5% | +43.7% | +36.5% |
| 1Y | +47.0% | -23.7% | +70.7% | +64.6% |
| 3Y | +206.4% | -17.9% | +224.2% | +235.7% |
| 5Y | +5.4% | -15.3% | +20.7% | +12.9% |
| All | -61.4% | +131.5% | -192.9% | -73.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded ROP 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling