+6.0%
CLSK vs ROST
+114.0%
-108.0%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.3% | +4.5% | +4.9% |
| 7D | +7.7% | +0.2% | +7.5% | +7.6% |
| 30D | +12.2% | -6.9% | +19.1% | +18.3% |
| 3M | -15.5% | -3.3% | -12.1% | -14.8% |
| 6M | +39.3% | +9.0% | +30.3% | +25.5% |
| YTD | +35.1% | +28.9% | +6.2% | +4.6% |
| 1Y | +34.0% | +54.0% | -20.0% | -12.6% |
| 3Y | +226.3% | +100.7% | +125.5% | +66.8% |
| All | +6.0% | +114.0% | -108.0% | -53.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling