-61.9%
CLSK vs PBF
+269.7%
-331.6%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.1% | -1.5% |
| 7D | +17.2% | +1.4% | +15.8% | +17.2% |
| 30D | +14.6% | +15.8% | -1.3% | +14.1% |
| 3M | -16.8% | +90.3% | -107.1% | -18.0% |
| 6M | +38.2% | +102.8% | -64.6% | +35.5% |
| YTD | +31.2% | +187.3% | -156.1% | +27.4% |
| 1Y | +37.3% | +161.8% | -124.5% | +33.4% |
| 3Y | +201.8% | +55.5% | +146.3% | +188.7% |
| 5Y | -1.6% | +801.9% | -803.5% | +5.8% |
| All | -61.9% | +269.7% | -331.6% | -77.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 PBF 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