+206.4%
CLSK vs ACWI
+77.6%
+128.7%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.5% | +6.7% | +7.7% |
| 7D | +21.9% | +1.1% | +20.8% | +18.1% |
| 30D | +9.6% | -0.2% | +9.8% | +10.6% |
| 3M | -18.4% | +4.7% | -23.1% | -28.2% |
| 6M | +46.4% | +14.5% | +31.9% | -0.9% |
| YTD | +33.2% | +14.6% | +18.6% | -8.0% |
| 1Y | +47.0% | +21.4% | +25.6% | -13.2% |
| 3Y | +206.4% | +77.6% | +128.8% | -39.4% |
| All | +206.4% | +77.6% | +128.7% | -39.4% |
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