-61.4%
CLSK vs SHW
+304.3%
-365.6%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -2.3% | +8.5% | +7.5% |
| 7D | +21.9% | -1.2% | +23.1% | +22.6% |
| 30D | +9.6% | -11.6% | +21.2% | +16.9% |
| 3M | -18.4% | +9.1% | -27.5% | -23.4% |
| 6M | +46.4% | -0.7% | +47.0% | +45.2% |
| YTD | +33.2% | +1.4% | +31.8% | +30.3% |
| 1Y | +47.0% | -12.3% | +59.3% | +54.7% |
| 3Y | +206.4% | +23.4% | +183.0% | +173.8% |
| 5Y | +5.4% | +15.0% | -9.6% | -5.7% |
| All | -61.4% | +304.3% | -365.6% | -69.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling