-80.9%
CLSK vs HWM
+1,422.0%
-1,502.9%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.0% | -1.8% | -2.3% |
| 7D | +8.0% | +7.3% | +0.7% | +4.5% |
| 30D | -27.9% | +1.6% | -29.5% | -28.1% |
| 3M | -42.3% | -21.9% | -20.4% | -35.4% |
| 6M | -50.0% | -19.0% | -31.0% | -44.8% |
| YTD | -34.3% | +7.9% | -42.2% | -36.4% |
| 1Y | -44.5% | +9.9% | -54.4% | -46.6% |
| 3Y | +74.5% | +342.1% | -267.6% | -6.6% |
| 5Y | -69.0% | +600.8% | -669.7% | -85.3% |
| All | -80.9% | +1,422.0% | -1,502.9% | -92.6% |
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