-80.2%
CLSK vs SWK
+25.9%
-106.1%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.2% | +2.8% | +9.3% | +10.8% |
| 7D | -3.4% | +10.7% | -14.0% | -9.6% |
| 30D | -34.2% | +33.3% | -67.5% | -44.4% |
| 3M | -43.8% | +14.7% | -58.5% | -48.7% |
| 6M | -51.3% | +48.5% | -99.9% | -61.6% |
| YTD | -31.7% | +63.9% | -95.6% | -49.2% |
| 1Y | -55.6% | +80.4% | -136.0% | -68.5% |
| 3Y | +87.3% | +58.1% | +29.1% | +40.7% |
| 5Y | -67.6% | -24.5% | -43.1% | -69.3% |
| All | -80.2% | +25.9% | -106.1% | -82.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 SWK 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