+34.0%
CLSK vs GWRE
-44.7%
+78.7%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.6% | +6.2% | +6.8% |
| 7D | +7.7% | -13.2% | +21.0% | +6.6% |
| 30D | +12.2% | -18.6% | +30.8% | +11.1% |
| 3M | -15.5% | +18.9% | -34.4% | -18.8% |
| 6M | +39.3% | -11.0% | +50.3% | +41.3% |
| YTD | +35.1% | -29.9% | +65.0% | +38.3% |
| 1Y | +34.0% | -44.3% | +78.4% | +73.7% |
| All | +34.0% | -44.7% | +78.7% | +73.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 1y: compounded portfolio wealth divided by compounded GWRE 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…
1y analysis · Full analysis span regression · 6 months rolling