-60.8%
CLSK vs NWSA
+175.2%
-236.0%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.2% | +6.6% | +6.7% |
| 7D | +7.7% | -2.8% | +10.5% | +9.3% |
| 30D | +12.2% | +3.0% | +9.2% | +10.3% |
| 3M | -15.5% | +12.3% | -27.8% | -22.3% |
| 6M | +39.3% | +21.9% | +17.5% | +21.7% |
| YTD | +35.1% | +13.6% | +21.5% | +21.5% |
| 1Y | +34.0% | +0.5% | +33.5% | +29.6% |
| 3Y | +226.3% | +43.8% | +182.5% | +167.7% |
| 5Y | +6.4% | +41.2% | -34.8% | -11.7% |
| All | -60.8% | +175.2% | -236.0% | -71.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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