-80.2%
CLSK vs RY
+353.9%
-434.1%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.6% | +4.6% | +4.7% |
| 7D | +1.6% | -3.0% | +4.6% | +5.0% |
| 30D | -32.9% | +6.3% | -39.2% | -36.7% |
| 3M | -40.0% | -2.6% | -37.4% | -38.5% |
| 6M | -51.7% | +13.9% | -65.6% | -57.0% |
| YTD | -31.7% | +21.7% | -53.4% | -42.1% |
| 1Y | -50.8% | +40.4% | -91.2% | -63.2% |
| 3Y | +84.8% | +161.3% | -76.6% | -14.2% |
| 5Y | -67.8% | +126.5% | -194.3% | -83.0% |
| All | -80.2% | +353.9% | -434.1% | -88.4% |
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