+6.0%
CLSK vs RSG
+89.9%
-83.9%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.8% | +6.0% | +6.7% |
| 7D | +7.7% | 0.0% | +7.7% | +7.7% |
| 30D | +12.2% | +4.0% | +8.3% | +11.6% |
| 3M | -15.5% | +7.4% | -22.8% | -17.4% |
| 6M | +39.3% | +0.1% | +39.2% | +38.9% |
| YTD | +35.1% | +6.0% | +29.1% | +31.1% |
| 1Y | +34.0% | -3.0% | +37.0% | +35.1% |
| 3Y | +226.3% | +56.5% | +169.8% | +149.2% |
| All | +6.0% | +89.9% | -83.9% | -33.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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