-74.5%
CLSK vs SW
-1.6%
-72.8%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.5% | -1.5% | -15.0% | -15.9% |
| 7D | -30.7% | +4.7% | -35.4% | -32.2% |
| 30D | -53.8% | +5.0% | -58.8% | -54.9% |
| 3M | -57.9% | -7.3% | -50.6% | -57.1% |
| 6M | -57.6% | +15.0% | -72.6% | -61.0% |
| YTD | -43.9% | +18.5% | -62.4% | -49.9% |
| 1Y | -65.7% | +27.1% | -92.9% | -70.4% |
| 3Y | +27.6% | +49.3% | -21.7% | +4.3% |
| All | -74.5% | -1.6% | -72.8% | -78.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling