-63.6%
CLSK vs ROP
+138.3%
-201.9%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.6% | +4.4% | +2.5% |
| 7D | +8.8% | -4.4% | +13.3% | +11.1% |
| 30D | -6.0% | +3.2% | -9.2% | -7.5% |
| 3M | -24.4% | +23.1% | -47.4% | -33.6% |
| 6M | +19.0% | +13.3% | +5.7% | +8.5% |
| YTD | +25.4% | -7.9% | +33.2% | +27.0% |
| 1Y | +39.8% | -22.1% | +61.8% | +55.2% |
| 3Y | +177.7% | -16.8% | +194.5% | +203.1% |
| 5Y | -11.0% | -13.5% | +2.5% | -5.7% |
| All | -63.6% | +138.3% | -201.9% | -75.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling