-63.3%
CLSK vs HWM
+1,469.8%
-1,533.1%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.0% | -1.6% | -2.7% |
| 7D | +1.7% | -12.5% | +14.3% | +7.7% |
| 30D | +11.1% | -19.0% | +30.1% | +21.4% |
| 3M | -14.1% | -8.6% | -5.5% | -10.9% |
| 6M | +32.9% | -10.2% | +43.1% | +38.9% |
| YTD | +26.5% | +11.3% | +15.2% | +19.9% |
| 1Y | +27.6% | +24.3% | +3.4% | +15.6% |
| 3Y | +190.9% | +382.3% | -191.3% | +49.4% |
| 5Y | -0.4% | +640.6% | -641.0% | -54.3% |
| All | -63.3% | +1,469.8% | -1,533.1% | -86.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling