-63.6%
CLSK vs SW
+196.7%
-260.3%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.4% | +0.6% |
| 7D | +8.8% | -5.1% | +13.9% | +9.9% |
| 30D | -6.0% | -4.6% | -1.4% | -5.3% |
| 3M | -24.4% | +9.4% | -33.8% | -26.1% |
| 6M | +19.0% | +3.5% | +15.5% | +17.4% |
| YTD | +25.4% | +22.0% | +3.4% | +19.4% |
| 1Y | +39.8% | +2.2% | +37.5% | +37.1% |
| 3Y | +177.7% | +19.6% | +158.1% | +165.0% |
| 5Y | -11.0% | -2.3% | -8.7% | -17.7% |
| All | -63.6% | +196.7% | -260.3% | -58.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling