-61.9%
CLSK vs EWT
+528.5%
-590.5%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.7% | -1.7% |
| 7D | +17.2% | +2.1% | +15.1% | +14.3% |
| 30D | +14.6% | +9.4% | +5.2% | +2.8% |
| 3M | -16.8% | +10.9% | -27.7% | -26.9% |
| 6M | +38.2% | +57.9% | -19.8% | -20.0% |
| YTD | +31.2% | +75.9% | -44.7% | -32.5% |
| 1Y | +37.3% | +89.7% | -52.4% | -34.7% |
| 3Y | +201.8% | +200.9% | +0.9% | -11.8% |
| 5Y | -1.6% | +154.5% | -156.1% | -64.5% |
| All | -61.9% | +528.5% | -590.5% | -93.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling