+2,438.1%
CLS vs PSKY
-84.9%
+2,523.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -4.8% | +1.2% | -2.8% |
| 7D | -16.1% | -24.6% | +8.5% | -12.0% |
| 30D | -3.9% | -36.1% | +32.3% | +3.4% |
| 3M | -11.8% | -53.8% | +42.0% | -2.7% |
| 6M | -11.8% | -53.8% | +42.0% | -2.7% |
| YTD | -11.8% | -53.8% | +42.0% | -2.7% |
| 1Y | +8.6% | -58.4% | +66.9% | +22.3% |
| 3Y | +1,032.8% | -40.7% | +1,073.5% | +993.2% |
| 5Y | +3,159.8% | -80.0% | +3,239.8% | +3,841.9% |
| All | +2,438.1% | -84.9% | +2,523.0% | +2,252.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY 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 PSKY 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