-60.8%
CLSK vs BBWI
-53.8%
-7.0%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +6.4% | +0.4% | +5.0% |
| 7D | +7.7% | -4.8% | +12.5% | +9.1% |
| 30D | +12.2% | +3.5% | +8.8% | +10.2% |
| 3M | -15.5% | -0.3% | -15.1% | -16.5% |
| 6M | +39.3% | -5.4% | +44.7% | +38.6% |
| YTD | +35.1% | -4.7% | +39.8% | +33.7% |
| 1Y | +34.0% | -30.5% | +64.5% | +42.8% |
| 3Y | +226.3% | -44.3% | +270.6% | +263.5% |
| 5Y | +6.4% | -66.9% | +73.3% | +28.2% |
| All | -60.8% | -53.8% | -7.0% | -61.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 10y: compounded portfolio wealth divided by compounded BBWI 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…
10y analysis · Full analysis span regression · 6 months rolling