-58.1%
CLSK vs HWM
+5.4%
-63.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -4.3% | -12.3% | -13.4% |
| 7D | -20.7% | +9.4% | -30.2% | -25.3% |
| 30D | -45.5% | -7.0% | -38.5% | -41.9% |
| 3M | -52.0% | -25.9% | -26.1% | -39.0% |
| 6M | -47.0% | -10.8% | -36.1% | -45.0% |
| YTD | -32.8% | +4.3% | -37.1% | -47.5% |
| 1Y | -58.1% | +4.4% | -62.5% | -65.0% |
| All | -58.1% | +5.4% | -63.5% | -65.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 HWM 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