-61.4%
CLSK vs SWKS
+23.7%
-85.1%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.8% | +4.4% | +5.0% |
| 7D | +21.9% | +11.8% | +10.1% | +13.2% |
| 30D | +9.6% | +6.7% | +2.9% | +4.9% |
| 3M | -18.4% | 0.0% | -18.4% | -19.2% |
| 6M | +46.4% | +38.7% | +7.6% | +12.9% |
| YTD | +33.2% | +21.4% | +11.9% | +9.7% |
| 1Y | +47.0% | +2.9% | +44.1% | +35.1% |
| 3Y | +206.4% | -16.4% | +222.8% | +220.2% |
| 5Y | +5.4% | -51.2% | +56.6% | +54.4% |
| All | -61.4% | +23.7% | -85.1% | -60.8% |
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