-80.9%
CLSK vs RY
+351.2%
-432.1%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.2% | -2.6% | -2.6% |
| 7D | +8.0% | +0.6% | +7.4% | +7.6% |
| 30D | -27.9% | +5.0% | -32.9% | -31.3% |
| 3M | -42.3% | -5.3% | -37.0% | -39.3% |
| 6M | -50.0% | +13.8% | -63.8% | -55.5% |
| YTD | -34.3% | +21.0% | -55.2% | -43.9% |
| 1Y | -44.5% | +40.5% | -85.0% | -58.5% |
| 3Y | +74.5% | +159.7% | -85.1% | -18.5% |
| 5Y | -69.0% | +124.3% | -193.3% | -83.4% |
| All | -80.9% | +351.2% | -432.1% | -88.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 10y: compounded portfolio wealth divided by compounded RY 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…
10y analysis · Full analysis span regression · 6 months rolling