+268.7%
RTX vs CLSK
-61.4%
+330.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +6.2% | -7.2% | -1.1% |
| 7D | -3.1% | +21.9% | -25.0% | -3.3% |
| 30D | -10.6% | +9.6% | -20.2% | -10.7% |
| 3M | +11.6% | -18.4% | +30.1% | +11.8% |
| 6M | -4.5% | +46.4% | -50.9% | -5.1% |
| YTD | +9.6% | +33.2% | -23.6% | +8.9% |
| 1Y | +30.8% | +47.0% | -16.2% | +29.6% |
| 3Y | +152.8% | +206.4% | -53.5% | +145.2% |
| 5Y | +167.1% | +5.4% | +161.7% | +159.1% |
| All | +268.7% | -61.4% | +330.0% | +255.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling