+2,819.2%
CLS vs PSKY
-42.2%
+2,861.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.4% | +1.3% |
| 7D | +4.6% | -0.2% | +4.8% | +4.5% |
| 30D | -13.9% | +24.0% | -37.9% | -19.4% |
| 3M | -26.6% | +2.2% | -28.7% | -27.4% |
| 6M | +15.4% | -9.0% | +24.4% | +16.7% |
| YTD | +5.7% | -18.1% | +23.8% | +8.7% |
| 1Y | +41.1% | -25.1% | +66.2% | +45.8% |
| 3Y | +1,228.6% | -16.3% | +1,244.9% | +1,077.6% |
| 5Y | +3,240.6% | -70.4% | +3,311.0% | +3,836.0% |
| 10Y | +2,760.3% | -74.2% | +2,834.5% | +2,801.0% |
| All | +2,819.2% | -42.2% | +2,861.4% | +1,547.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling