-60.8%
CLSK vs ITW
+170.9%
-231.7%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.1% | +5.7% | +6.1% |
| 7D | +7.7% | -0.7% | +8.4% | +8.2% |
| 30D | +12.2% | -8.3% | +20.6% | +18.0% |
| 3M | -15.5% | +6.0% | -21.5% | -19.7% |
| 6M | +39.3% | 0.0% | +39.4% | +37.4% |
| YTD | +35.1% | +10.2% | +24.9% | +25.3% |
| 1Y | +34.0% | +3.2% | +30.8% | +28.5% |
| 3Y | +226.3% | +21.0% | +205.3% | +196.0% |
| 5Y | +6.4% | +37.9% | -31.5% | -7.9% |
| All | -60.8% | +170.9% | -231.7% | -72.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling