-80.2%
CLSK vs ACWI
+227.0%
-307.2%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.2% | +4.0% | +3.1% |
| 7D | +1.6% | -0.7% | +2.3% | +4.2% |
| 30D | -32.9% | -2.0% | -30.9% | -29.5% |
| 3M | -40.0% | -2.2% | -37.9% | -36.3% |
| 6M | -51.7% | +1.9% | -53.6% | -51.5% |
| YTD | -31.7% | +12.0% | -43.7% | -39.9% |
| 1Y | -50.8% | +12.5% | -63.3% | -56.7% |
| 3Y | +84.8% | +75.4% | +9.4% | -8.3% |
| 5Y | -67.8% | +61.5% | -129.3% | -81.0% |
| All | -80.2% | +227.0% | -307.2% | -94.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling