+39.8%
CLSK vs TW
-15.9%
+55.7%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +1.4% |
| 7D | +8.8% | -2.3% | +11.2% | +7.0% |
| 30D | -6.0% | +3.9% | -9.9% | -3.5% |
| 3M | -24.4% | +5.7% | -30.1% | -20.8% |
| 6M | +19.0% | -14.5% | +33.6% | +16.7% |
| YTD | +25.4% | -0.9% | +26.3% | +36.0% |
| 1Y | +39.8% | -13.5% | +53.3% | +30.3% |
| All | +39.8% | -15.9% | +55.7% | +30.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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