-61.9%
CLSK vs ROST
+293.5%
-355.5%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.8% | +0.3% | -0.6% |
| 7D | +17.2% | -2.2% | +19.4% | +18.6% |
| 30D | +14.6% | -11.4% | +26.0% | +21.3% |
| 3M | -16.8% | -1.6% | -15.2% | -17.1% |
| 6M | +38.2% | +6.8% | +31.4% | +31.7% |
| YTD | +31.2% | +25.8% | +5.4% | +15.0% |
| 1Y | +37.3% | +52.4% | -15.1% | +8.5% |
| 3Y | +201.8% | +94.4% | +107.4% | +114.6% |
| 5Y | -1.6% | +108.2% | -109.8% | -33.8% |
| All | -61.9% | +293.5% | -355.5% | -74.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling