+6.0%
CLSK vs TW
+19.5%
-13.5%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -1.0% | +7.8% | +7.2% |
| 7D | +7.7% | -4.5% | +12.2% | +9.7% |
| 30D | +12.2% | -2.3% | +14.5% | +13.1% |
| 3M | -15.5% | +2.6% | -18.1% | -19.0% |
| 6M | +39.3% | -17.5% | +56.9% | +49.1% |
| YTD | +35.1% | -5.3% | +40.4% | +29.4% |
| 1Y | +34.0% | -14.8% | +48.8% | +38.0% |
| 3Y | +226.3% | +18.8% | +207.4% | +125.6% |
| All | +6.0% | +19.5% | -13.5% | -20.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling