-63.6%
CLSK vs EW
+203.5%
-267.2%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.7% | +0.8% |
| 7D | +8.8% | -0.3% | +9.2% | +9.0% |
| 30D | -6.0% | +1.0% | -7.0% | -7.0% |
| 3M | -24.4% | +2.8% | -27.2% | -26.5% |
| 6M | +19.0% | +5.5% | +13.6% | +14.0% |
| YTD | +25.4% | +5.5% | +19.9% | +19.8% |
| 1Y | +39.8% | +11.0% | +28.7% | +28.1% |
| 3Y | +177.7% | +17.7% | +160.0% | +127.0% |
| 5Y | -11.0% | -25.7% | +14.7% | -2.4% |
| All | -63.6% | +203.5% | -267.2% | -61.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling