-61.4%
CLSK vs BBWI
-53.0%
-8.4%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -3.1% | +9.4% | +7.1% |
| 7D | +21.9% | +1.6% | +20.3% | +21.3% |
| 30D | +9.6% | -6.2% | +15.8% | +10.6% |
| 3M | -18.4% | +4.3% | -22.7% | -20.4% |
| 6M | +46.4% | -7.2% | +53.5% | +46.3% |
| YTD | +33.2% | -3.0% | +36.2% | +31.2% |
| 1Y | +47.0% | -30.8% | +77.8% | +56.8% |
| 3Y | +206.4% | -43.4% | +249.8% | +239.8% |
| 5Y | +5.4% | -66.7% | +72.1% | +26.5% |
| All | -61.4% | -53.0% | -8.4% | -61.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling