-60.8%
CLSK vs SHW
+300.8%
-361.7%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.8% | +4.9% | +5.8% |
| 7D | +7.7% | -3.1% | +10.8% | +9.5% |
| 30D | +12.2% | -10.0% | +22.3% | +18.7% |
| 3M | -15.5% | +2.3% | -17.7% | -17.7% |
| 6M | +39.3% | +0.7% | +38.7% | +37.4% |
| YTD | +35.1% | +0.5% | +34.6% | +32.8% |
| 1Y | +34.0% | -11.5% | +45.5% | +40.6% |
| 3Y | +226.3% | +21.3% | +204.9% | +194.3% |
| 5Y | +6.4% | +12.5% | -6.2% | -3.9% |
| All | -60.8% | +300.8% | -361.7% | -68.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling