-63.6%
CLSK vs ACWI
+236.3%
-299.9%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | +8.8% | +0.5% | +8.3% | +8.1% |
| 30D | -6.0% | +0.9% | -6.9% | -7.2% |
| 3M | -24.4% | +2.4% | -26.8% | -26.2% |
| 6M | +19.0% | +12.4% | +6.7% | +0.7% |
| YTD | +25.4% | +15.2% | +10.2% | +3.2% |
| 1Y | +39.8% | +22.7% | +17.0% | +5.1% |
| 3Y | +177.7% | +75.8% | +101.9% | +34.7% |
| 5Y | -11.0% | +67.7% | -78.7% | -50.9% |
| All | -63.6% | +236.3% | -299.9% | -90.7% |
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 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