+74.5%
CLSK vs CDW
-15.0%
+89.6%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.7% | -2.1% | -2.5% |
| 7D | +8.0% | +9.3% | -1.4% | +4.2% |
| 30D | -27.9% | +14.4% | -42.3% | -32.2% |
| 3M | -42.3% | +21.4% | -63.7% | -47.6% |
| 6M | -50.0% | +72.8% | -122.8% | -64.5% |
| YTD | -34.3% | +28.0% | -62.3% | -46.9% |
| 1Y | -44.5% | +19.3% | -63.8% | -51.8% |
| 3Y | +74.5% | -15.3% | +89.8% | +134.8% |
| All | +74.5% | -15.0% | +89.6% | +134.8% |
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