-61.4%
CLSK vs BWA
+155.6%
-216.9%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.9% | +8.1% | +7.4% |
| 7D | +21.9% | +4.3% | +17.6% | +18.7% |
| 30D | +9.6% | -2.9% | +12.5% | +11.2% |
| 3M | -18.4% | -12.4% | -6.0% | -11.4% |
| 6M | +46.4% | +28.6% | +17.8% | +26.4% |
| YTD | +33.2% | +48.2% | -15.0% | +1.1% |
| 1Y | +47.0% | +50.9% | -3.9% | +8.8% |
| 3Y | +206.4% | +72.2% | +134.2% | +105.8% |
| 5Y | +5.4% | +91.1% | -85.7% | -32.5% |
| All | -61.4% | +155.6% | -216.9% | -78.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling