-80.9%
CLSK vs EW
+261.8%
-342.7%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.3% | -4.1% | -3.5% |
| 7D | +8.0% | +4.9% | +3.0% | +5.3% |
| 30D | -27.9% | +23.9% | -51.9% | -36.3% |
| 3M | -42.3% | +15.8% | -58.0% | -47.4% |
| 6M | -50.0% | +31.7% | -81.7% | -58.1% |
| YTD | -34.3% | +25.7% | -60.0% | -43.6% |
| 1Y | -44.5% | +24.4% | -68.9% | -52.1% |
| 3Y | +74.5% | +65.9% | +8.7% | +14.6% |
| 5Y | -69.0% | -7.6% | -61.3% | -69.9% |
| All | -80.9% | +261.8% | -342.7% | -81.7% |
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 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