-58.1%
CLSK vs ITW
+24.0%
-82.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +2.4% | -18.9% | -16.3% |
| 7D | -20.7% | +6.3% | -27.0% | -20.7% |
| 30D | -45.5% | +11.1% | -56.6% | -45.7% |
| 3M | -52.0% | +0.1% | -52.1% | -51.8% |
| 6M | -47.0% | +18.1% | -65.0% | -50.6% |
| YTD | -32.8% | +21.4% | -54.2% | -34.4% |
| 1Y | -58.1% | +22.9% | -81.0% | -58.6% |
| All | -58.1% | +24.0% | -82.1% | -58.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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