+226.3%
CLSK vs ROST
+98.0%
+128.3%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.3% | +4.5% | +5.0% |
| 7D | +7.7% | +0.2% | +7.5% | +7.6% |
| 30D | +12.2% | -6.9% | +19.1% | +17.9% |
| 3M | -15.5% | -3.3% | -12.1% | -14.7% |
| 6M | +39.3% | +9.0% | +30.3% | +25.3% |
| YTD | +35.1% | +28.9% | +6.2% | +3.9% |
| 1Y | +34.0% | +54.0% | -20.0% | -14.2% |
| 3Y | +226.3% | +100.7% | +125.5% | +40.5% |
| All | +226.3% | +98.0% | +128.3% | +40.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling