+6.0%
CLSK vs EW
-30.6%
+36.6%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -2.8% | +9.6% | +8.6% |
| 7D | +7.7% | -6.2% | +13.9% | +11.9% |
| 30D | +12.2% | -9.3% | +21.6% | +18.9% |
| 3M | -15.5% | -1.6% | -13.8% | -16.4% |
| 6M | +39.3% | -0.8% | +40.2% | +36.9% |
| YTD | +35.1% | -1.0% | +36.1% | +32.5% |
| 1Y | +34.0% | +8.2% | +25.9% | +21.7% |
| 3Y | +226.3% | +12.7% | +213.6% | +144.3% |
| All | +6.0% | -30.6% | +36.6% | +30.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling