+75.7%
CLSK vs ACWI
+74.9%
+0.7%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.5% | -4.5% | -3.4% |
| 7D | -19.4% | -0.2% | -19.2% | -18.6% |
| 30D | -37.4% | -3.3% | -34.1% | -29.3% |
| 3M | -43.3% | -3.4% | -39.9% | -35.2% |
| 6M | -53.7% | +0.8% | -54.5% | -53.1% |
| YTD | -35.1% | +10.7% | -45.8% | -48.8% |
| 1Y | -56.3% | +11.6% | -67.9% | -66.0% |
| 3Y | +75.7% | +73.4% | +2.3% | -56.1% |
| All | +75.7% | +74.9% | +0.7% | -56.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling