-61.9%
CLSK vs PCAR
+333.0%
-395.0%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.2% |
| 7D | +17.2% | -0.2% | +17.4% | +17.4% |
| 30D | +14.6% | -6.9% | +21.5% | +19.8% |
| 3M | -16.8% | +2.1% | -18.9% | -18.1% |
| 6M | +38.2% | +1.6% | +36.6% | +36.6% |
| YTD | +31.2% | +12.2% | +19.0% | +21.8% |
| 1Y | +37.3% | +28.0% | +9.3% | +16.8% |
| 3Y | +201.8% | +61.0% | +140.8% | +139.5% |
| 5Y | -1.6% | +163.9% | -165.5% | -35.0% |
| All | -61.9% | +333.0% | -395.0% | -74.8% |
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