+6.0%
CLSK vs ROP
-16.2%
+22.1%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | 0.0% | +6.8% | +6.8% |
| 7D | +7.7% | -4.6% | +12.3% | +11.3% |
| 30D | +12.2% | -1.7% | +13.9% | +13.2% |
| 3M | -15.5% | +17.1% | -32.5% | -30.3% |
| 6M | +39.3% | +10.9% | +28.5% | +19.5% |
| YTD | +35.1% | -12.1% | +47.2% | +45.5% |
| 1Y | +34.0% | -24.2% | +58.3% | +71.0% |
| 3Y | +226.3% | -20.4% | +246.6% | +282.5% |
| All | +6.0% | -16.2% | +22.1% | +6.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling