+205.5%
CLSK vs AWK
+9.5%
+196.0%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.3% | -3.3% | -3.7% |
| 7D | +1.7% | -0.7% | +2.5% | +1.5% |
| 30D | +11.1% | +2.8% | +8.3% | +12.3% |
| 3M | -14.1% | +11.3% | -25.4% | -11.1% |
| 6M | +32.9% | +6.7% | +26.2% | +37.3% |
| YTD | +26.5% | +9.4% | +17.1% | +31.4% |
| 1Y | +27.6% | +3.7% | +23.9% | +32.4% |
| All | +205.5% | +9.5% | +196.0% | +213.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AWK.
Daily Out/Under-Performance
Portfolio return minus AWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AWK 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 AWK 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