-58.1%
CLSK vs SHW
+7.3%
-65.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +6.6% | -23.2% | -16.8% |
| 7D | -20.7% | +13.3% | -34.1% | -22.7% |
| 30D | -45.5% | +14.1% | -59.7% | -47.2% |
| 3M | -52.0% | +0.8% | -52.8% | -51.3% |
| 6M | -47.0% | +17.6% | -64.6% | -50.6% |
| YTD | -32.8% | +13.0% | -45.8% | -37.8% |
| 1Y | -58.1% | +7.0% | -65.1% | -58.9% |
| All | -58.1% | +7.3% | -65.3% | -58.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SHW.
Daily Out/Under-Performance
Portfolio return minus SHW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHW 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 SHW 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