-82.3%
CLSK vs SWK
+22.4%
-104.8%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -0.4% | +8.8% | +8.6% |
| 7D | -19.7% | +11.0% | -30.7% | -25.3% |
| 30D | -46.5% | +30.1% | -76.6% | -54.3% |
| 3M | -51.7% | +14.7% | -66.3% | -56.0% |
| 6M | -57.5% | +44.5% | -102.0% | -66.0% |
| YTD | -39.1% | +59.4% | -98.5% | -54.1% |
| 1Y | -60.0% | +77.5% | -137.5% | -71.5% |
| 3Y | +42.9% | +49.5% | -6.5% | +10.2% |
| 5Y | -69.9% | -24.9% | -45.0% | -71.3% |
| All | -82.3% | +22.4% | -104.8% | -83.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling