+2,739.3%
CLS vs PSKY
-63.1%
+2,802.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -4.8% | +1.2% | -2.2% |
| 7D | -16.1% | -24.6% | +8.5% | -9.5% |
| 30D | -3.9% | -36.1% | +32.3% | +7.9% |
| 3M | -11.8% | -53.8% | +42.0% | +2.5% |
| 6M | -11.8% | -53.8% | +42.0% | +2.5% |
| YTD | -11.8% | -53.8% | +42.0% | +2.5% |
| 1Y | +8.6% | -58.4% | +66.9% | +30.1% |
| 3Y | +1,032.8% | -40.7% | +1,073.5% | +968.0% |
| 5Y | +3,159.8% | -80.0% | +3,239.8% | +4,033.6% |
| 10Y | +2,821.3% | -84.4% | +2,905.7% | +3,241.2% |
| All | +2,739.3% | -63.1% | +2,802.4% | +1,661.1% |
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