+157.0%
RTX vs CLSK
+80.2%
+76.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.8% | +2.9% | +0.1% |
| 7D | +4.8% | +8.0% | -3.2% | +4.7% |
| 30D | +6.5% | -27.9% | +34.4% | +6.8% |
| 3M | -9.6% | -42.3% | +32.6% | -9.2% |
| 6M | +12.3% | -50.0% | +62.3% | +12.8% |
| YTD | +9.5% | -34.3% | +43.7% | +9.4% |
| 1Y | +15.8% | -44.5% | +60.3% | +15.8% |
| 3Y | +157.0% | +74.5% | +82.5% | +146.4% |
| All | +157.0% | +80.2% | +76.8% | +146.4% |
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