-80.2%
CLSK vs SWKS
+36.0%
-116.2%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.2% | +0.8% | +11.4% | +11.7% |
| 7D | -3.4% | -2.7% | -0.6% | -1.0% |
| 30D | -34.2% | +8.5% | -42.6% | -37.1% |
| 3M | -43.8% | +17.3% | -61.1% | -50.6% |
| 6M | -51.3% | +25.1% | -76.4% | -60.1% |
| YTD | -31.7% | +33.3% | -65.1% | -48.3% |
| 1Y | -55.6% | +22.9% | -78.5% | -64.3% |
| 3Y | +87.3% | +5.5% | +81.7% | +62.8% |
| 5Y | -67.6% | -41.9% | -25.7% | -58.1% |
| All | -80.2% | +36.0% | -116.2% | -81.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS 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 SWKS 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