-82.3%
CLSK vs PCAR
+262.3%
-344.7%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -2.4% | +10.9% | +9.9% |
| 7D | -19.7% | +0.1% | -19.8% | -20.2% |
| 30D | -46.5% | -4.6% | -42.0% | -45.5% |
| 3M | -51.7% | -22.6% | -29.1% | -43.9% |
| 6M | -57.5% | -12.0% | -45.6% | -54.7% |
| YTD | -39.1% | -6.1% | -33.0% | -37.5% |
| 1Y | -60.0% | +6.3% | -66.3% | -62.1% |
| 3Y | +42.9% | +31.8% | +11.1% | +26.1% |
| 5Y | -69.9% | +104.2% | -174.1% | -77.7% |
| All | -82.3% | +262.3% | -344.7% | -87.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling