-60.8%
CLSK vs EW
+184.9%
-245.7%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -2.8% | +9.6% | +8.3% |
| 7D | +7.7% | -6.2% | +13.9% | +11.3% |
| 30D | +12.2% | -9.3% | +21.6% | +17.9% |
| 3M | -15.5% | -1.6% | -13.8% | -16.1% |
| 6M | +39.3% | -0.8% | +40.2% | +37.6% |
| YTD | +35.1% | -1.0% | +36.1% | +33.2% |
| 1Y | +34.0% | +8.2% | +25.9% | +24.2% |
| 3Y | +226.3% | +12.7% | +213.6% | +172.0% |
| 5Y | +6.4% | -30.2% | +36.6% | +20.5% |
| All | -60.8% | +184.9% | -245.7% | -56.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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