-81.2%
CLSK vs SW
+187.2%
-268.3%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.4% | -5.3% | -5.0% |
| 7D | -19.4% | +2.2% | -21.6% | -19.8% |
| 30D | -37.4% | +7.4% | -44.8% | -38.4% |
| 3M | -43.3% | -5.9% | -37.4% | -42.9% |
| 6M | -53.7% | +9.0% | -62.7% | -54.9% |
| YTD | -35.1% | +18.1% | -53.2% | -38.0% |
| 1Y | -56.3% | +28.7% | -85.0% | -58.9% |
| 3Y | +75.7% | +48.8% | +26.9% | +65.7% |
| 5Y | -67.7% | +2.5% | -70.1% | -69.8% |
| All | -81.2% | +187.2% | -268.3% | -78.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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