+200.1%
RSP vs CLSK
-60.8%
+260.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +6.8% | -6.0% | +0.7% |
| 7D | -1.9% | +7.7% | -9.6% | -2.0% |
| 30D | -2.8% | +12.2% | -15.0% | -3.0% |
| 3M | +2.8% | -15.5% | +18.3% | +2.9% |
| 6M | +10.2% | +39.3% | -29.1% | +9.4% |
| YTD | +13.1% | +35.1% | -22.0% | +12.2% |
| 1Y | +14.8% | +34.0% | -19.3% | +13.7% |
| 3Y | +52.6% | +226.3% | -173.6% | +48.2% |
| 5Y | +51.6% | +6.4% | +45.2% | +47.1% |
| All | +200.1% | -60.8% | +260.9% | +190.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CLSK.
Daily Out/Under-Performance
Portfolio return minus CLSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLSK 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 CLSK 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