+226.3%
CLSK vs TW
+19.1%
+207.2%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -1.0% | +7.8% | +6.7% |
| 7D | +7.7% | -4.5% | +12.2% | +7.3% |
| 30D | +12.2% | -2.3% | +14.5% | +12.0% |
| 3M | -15.5% | +2.6% | -18.1% | -16.0% |
| 6M | +39.3% | -17.5% | +56.9% | +42.6% |
| YTD | +35.1% | -5.3% | +40.4% | +34.5% |
| 1Y | +34.0% | -14.8% | +48.8% | +37.6% |
| 3Y | +226.3% | +18.8% | +207.4% | +217.0% |
| All | +226.3% | +19.1% | +207.2% | +217.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling