-81.2%
CLSK vs ACWI
+223.2%
-304.4%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.5% | -4.5% | -4.1% |
| 7D | -19.4% | -0.2% | -19.2% | -18.7% |
| 30D | -37.4% | -3.3% | -34.1% | -32.6% |
| 3M | -43.3% | -3.4% | -39.9% | -38.5% |
| 6M | -53.7% | +0.8% | -54.5% | -52.7% |
| YTD | -35.1% | +10.7% | -45.8% | -41.7% |
| 1Y | -56.3% | +11.6% | -67.9% | -60.9% |
| 3Y | +75.7% | +73.4% | +2.3% | -11.0% |
| 5Y | -67.7% | +60.2% | -127.8% | -80.5% |
| All | -81.2% | +223.2% | -304.4% | -94.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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