+226.3%
CLSK vs PBR
+99.7%
+126.5%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -0.8% | +7.6% | +7.1% |
| 7D | +7.7% | +5.4% | +2.4% | +5.6% |
| 30D | +12.2% | +22.9% | -10.6% | +3.3% |
| 3M | -15.5% | +19.6% | -35.1% | -21.5% |
| 6M | +39.3% | +16.5% | +22.9% | +27.5% |
| YTD | +35.1% | +86.7% | -51.6% | -1.9% |
| 1Y | +34.0% | +74.7% | -40.7% | +0.1% |
| 3Y | +226.3% | +102.6% | +123.7% | +98.6% |
| All | +226.3% | +99.7% | +126.5% | +98.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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