-61.2%
CLSK vs TW
+211.2%
-272.4%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.5% |
| 7D | +17.2% | -0.5% | +17.7% | +17.3% |
| 30D | +14.6% | -0.6% | +15.2% | +14.6% |
| 3M | -16.8% | +3.4% | -20.2% | -19.2% |
| 6M | +38.2% | -18.4% | +56.6% | +45.0% |
| YTD | +31.2% | -3.9% | +35.1% | +27.7% |
| 1Y | +37.3% | -13.3% | +50.7% | +39.2% |
| 3Y | +201.8% | +20.8% | +181.0% | +159.1% |
| 5Y | -1.6% | +20.3% | -21.8% | -18.4% |
| All | -61.2% | +211.2% | -272.4% | -70.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling