+226.3%
CLSK vs OWL
+0.9%
+225.3%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.2% | +5.6% | +5.8% |
| 7D | +7.7% | -10.1% | +17.9% | +17.2% |
| 30D | +12.2% | -11.9% | +24.2% | +22.6% |
| 3M | -15.5% | +10.7% | -26.2% | -24.8% |
| 6M | +39.3% | +22.1% | +17.2% | +10.4% |
| YTD | +35.1% | -24.8% | +59.9% | +67.5% |
| 1Y | +34.0% | -39.2% | +73.2% | +102.0% |
| 3Y | +226.3% | +1.7% | +224.5% | +267.4% |
| All | +226.3% | +0.9% | +225.3% | +267.4% |
Cumulative growth
Daily Returns
Daily percentage return beside OWL.
Daily Out/Under-Performance
Portfolio return minus OWL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OWL 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 3y: compounded portfolio wealth divided by compounded OWL 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…
3y analysis · Full analysis span regression · 6 months rolling