+52.4%
RSP vs CLSK
+202.5%
-150.1%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.9% |
| 7D | -1.8% | +17.2% | -19.0% | -2.7% |
| 30D | -2.5% | +14.6% | -17.1% | -3.4% |
| 3M | +3.0% | -16.8% | +19.8% | +3.4% |
| 6M | +8.9% | +38.2% | -29.3% | +5.8% |
| YTD | +13.0% | +31.2% | -18.3% | +9.5% |
| 1Y | +16.2% | +37.3% | -21.1% | +11.2% |
| All | +52.4% | +202.5% | -150.1% | +28.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling