-80.9%
CLSK vs PCAR
+280.2%
-361.2%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.3% | -3.1% | -3.0% |
| 7D | +8.0% | +4.9% | +3.0% | +5.0% |
| 30D | -27.9% | -1.4% | -26.5% | -27.6% |
| 3M | -42.3% | -18.1% | -24.1% | -35.1% |
| 6M | -50.0% | -4.0% | -46.0% | -49.4% |
| YTD | -34.3% | -1.5% | -32.8% | -34.4% |
| 1Y | -44.5% | +13.2% | -57.7% | -49.3% |
| 3Y | +74.5% | +35.8% | +38.7% | +51.1% |
| 5Y | -69.0% | +114.6% | -183.6% | -77.6% |
| All | -80.9% | +280.2% | -361.2% | -86.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PCAR.
Daily Out/Under-Performance
Portfolio return minus PCAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCAR 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 PCAR 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