-63.6%
CLSK vs CDW
+249.6%
-313.2%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +1.4% |
| 7D | +8.8% | +3.2% | +5.7% | +7.2% |
| 30D | -6.0% | +9.3% | -15.3% | -10.4% |
| 3M | -24.4% | +9.8% | -34.2% | -29.7% |
| 6M | +19.0% | +23.3% | -4.3% | -0.3% |
| YTD | +25.4% | +13.7% | +11.7% | +8.3% |
| 1Y | +39.8% | -6.5% | +46.2% | +35.3% |
| 3Y | +177.7% | -25.2% | +202.9% | +215.9% |
| 5Y | -11.0% | -19.5% | +8.5% | -2.3% |
| All | -63.6% | +249.6% | -313.2% | -60.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling