-60.8%
CLSK vs ROST
+303.1%
-363.9%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.3% | +4.5% | +5.6% |
| 7D | +7.7% | +0.2% | +7.5% | +7.6% |
| 30D | +12.2% | -6.9% | +19.1% | +15.9% |
| 3M | -15.5% | -3.3% | -12.1% | -14.9% |
| 6M | +39.3% | +9.0% | +30.3% | +31.5% |
| YTD | +35.1% | +28.9% | +6.2% | +17.0% |
| 1Y | +34.0% | +54.0% | -20.0% | +5.4% |
| 3Y | +226.3% | +100.7% | +125.5% | +128.4% |
| 5Y | +6.4% | +116.0% | -109.6% | -29.5% |
| All | -60.8% | +303.1% | -363.9% | -73.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 10y: compounded portfolio wealth divided by compounded ROST 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…
10y analysis · Full analysis span regression · 6 months rolling