-63.3%
CLSK vs GWW
+556.8%
-620.1%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.6% | -3.0% | -3.4% |
| 7D | +1.7% | -3.1% | +4.9% | +2.8% |
| 30D | +11.1% | -2.3% | +13.4% | +11.8% |
| 3M | -14.1% | -3.3% | -10.8% | -13.5% |
| 6M | +32.9% | +15.4% | +17.5% | +25.3% |
| YTD | +26.5% | +26.7% | -0.3% | +15.1% |
| 1Y | +27.6% | +29.0% | -1.3% | +15.4% |
| 3Y | +190.9% | +89.0% | +101.9% | +146.2% |
| 5Y | -0.4% | +221.8% | -222.2% | -20.6% |
| All | -63.3% | +556.8% | -620.1% | -72.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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