-60.8%
CLSK vs CDW
+252.8%
-313.6%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +7.8% | -1.1% | +2.8% |
| 7D | +7.7% | +0.9% | +6.8% | +7.0% |
| 30D | +12.2% | +13.1% | -0.8% | +4.9% |
| 3M | -15.5% | +19.7% | -35.1% | -25.3% |
| 6M | +39.3% | +30.7% | +8.6% | +12.6% |
| YTD | +35.1% | +14.7% | +20.4% | +15.9% |
| 1Y | +34.0% | -5.3% | +39.3% | +28.7% |
| 3Y | +226.3% | -23.8% | +250.1% | +266.8% |
| 5Y | +6.4% | -16.8% | +23.2% | +15.5% |
| All | -60.8% | +252.8% | -313.6% | -57.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 CDW 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