+216.9%
CLSK vs CDW
-30.2%
+247.2%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | 0.0% | -0.8% |
| 7D | +17.2% | -4.2% | +21.4% | +19.5% |
| 30D | +14.6% | +4.9% | +9.7% | +11.3% |
| 3M | -16.8% | +7.3% | -24.1% | -22.5% |
| 6M | +38.2% | +19.2% | +19.0% | +12.5% |
| YTD | +31.2% | +6.2% | +25.0% | +15.1% |
| 1Y | +37.3% | -14.0% | +51.3% | +47.6% |
| All | +216.9% | -30.2% | +247.2% | +311.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling