-61.4%
CLSK vs RVTY
+156.7%
-218.1%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -2.4% | +8.6% | +8.2% |
| 7D | +21.9% | +0.4% | +21.5% | +21.2% |
| 30D | +9.6% | +10.8% | -1.2% | +0.5% |
| 3M | -18.4% | +26.8% | -45.2% | -34.4% |
| 6M | +46.4% | +39.3% | +7.0% | +7.9% |
| YTD | +33.2% | +31.6% | +1.6% | +2.8% |
| 1Y | +47.0% | +47.7% | -0.7% | +2.1% |
| 3Y | +206.4% | +19.9% | +186.4% | +144.0% |
| 5Y | +5.4% | -32.3% | +37.7% | +40.1% |
| All | -61.4% | +156.7% | -218.1% | -71.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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