+5.4%
CLSK vs PCAR
+168.7%
-163.3%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.8% | +8.0% | +8.1% |
| 7D | +21.9% | 0.0% | +21.8% | +21.8% |
| 30D | +9.6% | -7.7% | +17.3% | +19.1% |
| 3M | -18.4% | +3.7% | -22.1% | -22.3% |
| 6M | +46.4% | +2.3% | +44.1% | +41.1% |
| YTD | +33.2% | +12.8% | +20.4% | +14.6% |
| 1Y | +47.0% | +27.8% | +19.2% | +8.4% |
| 3Y | +206.4% | +61.8% | +144.6% | +79.6% |
| 5Y | +5.4% | +168.2% | -162.8% | -67.7% |
| All | +5.4% | +168.7% | -163.3% | -67.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling