-60.8%
CLSK vs EWT
+523.7%
-584.6%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.8% | +5.0% | +4.6% |
| 7D | +7.7% | -1.1% | +8.9% | +9.3% |
| 30D | +12.2% | +4.5% | +7.8% | +6.6% |
| 3M | -15.5% | +8.3% | -23.7% | -23.7% |
| 6M | +39.3% | +54.2% | -14.9% | -16.9% |
| YTD | +35.1% | +74.6% | -39.5% | -29.8% |
| 1Y | +34.0% | +84.9% | -50.9% | -34.3% |
| 3Y | +226.3% | +197.5% | +28.7% | -3.3% |
| 5Y | +6.4% | +150.6% | -144.2% | -61.1% |
| All | -60.8% | +523.7% | -584.6% | -93.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 EWT 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