-80.2%
CLSK vs ACWI
+224.8%
-305.0%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.2% | +2.6% | +9.6% | +7.5% |
| 7D | -3.4% | +0.3% | -3.7% | -3.4% |
| 30D | -34.2% | -2.8% | -31.3% | -29.8% |
| 3M | -43.8% | -3.2% | -40.7% | -39.3% |
| 6M | -51.3% | +1.3% | -52.6% | -50.7% |
| YTD | -31.7% | +11.2% | -42.9% | -39.2% |
| 1Y | -55.6% | +13.8% | -69.4% | -61.7% |
| 3Y | +87.3% | +76.2% | +11.1% | -7.5% |
| 5Y | -67.6% | +59.5% | -127.1% | -80.5% |
| All | -80.2% | +224.8% | -305.0% | -94.5% |
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