-0.4%
CLSK vs BBWI
-69.5%
+69.1%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.5% | -2.1% | -2.9% |
| 7D | +1.7% | -8.0% | +9.8% | +6.0% |
| 30D | +11.1% | -6.6% | +17.7% | +12.8% |
| 3M | -14.1% | -2.7% | -11.4% | -15.6% |
| 6M | +32.9% | -12.8% | +45.7% | +35.7% |
| YTD | +26.5% | -10.5% | +37.0% | +25.7% |
| 1Y | +27.6% | -35.3% | +63.0% | +48.3% |
| 3Y | +190.9% | -47.7% | +238.6% | +251.4% |
| 5Y | -0.4% | -68.9% | +68.5% | +98.1% |
| All | -0.4% | -69.5% | +69.1% | +98.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling