+42.9%
CLSK vs SWKS
-0.7%
+43.6%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +1.2% | +7.2% | +7.8% |
| 7D | -19.7% | -6.2% | -13.5% | -16.2% |
| 30D | -46.5% | -1.5% | -45.0% | -45.8% |
| 3M | -51.7% | +23.0% | -74.7% | -58.4% |
| 6M | -57.5% | +27.6% | -85.1% | -65.2% |
| YTD | -39.1% | +32.3% | -71.4% | -53.1% |
| 1Y | -60.0% | +20.1% | -80.1% | -66.7% |
| 3Y | +42.9% | +0.6% | +42.3% | +24.5% |
| All | +42.9% | -0.7% | +43.6% | +24.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling