-60.8%
CLSK vs BWA
+157.1%
-217.9%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.5% | +5.3% | +5.9% |
| 7D | +7.7% | -1.3% | +9.0% | +8.5% |
| 30D | +12.2% | -2.9% | +15.2% | +14.0% |
| 3M | -15.5% | -10.7% | -4.7% | -9.4% |
| 6M | +39.3% | +26.5% | +12.9% | +21.5% |
| YTD | +35.1% | +49.1% | -14.0% | +2.2% |
| 1Y | +34.0% | +52.1% | -18.0% | -1.2% |
| 3Y | +226.3% | +72.6% | +153.7% | +119.0% |
| 5Y | +6.4% | +89.4% | -83.0% | -31.7% |
| All | -60.8% | +157.1% | -217.9% | -78.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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