+42.9%
CLSK vs PCOR
+43.8%
-0.9%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -0.4% | +8.8% | +8.6% |
| 7D | -19.7% | +22.7% | -42.4% | -29.4% |
| 30D | -46.5% | +37.5% | -84.0% | -55.9% |
| 3M | -51.7% | +35.2% | -86.9% | -60.7% |
| 6M | -57.5% | +42.2% | -99.8% | -67.2% |
| YTD | -39.1% | +3.6% | -42.7% | -43.3% |
| 1Y | -60.0% | -4.8% | -55.2% | -59.7% |
| 3Y | +42.9% | +48.3% | -5.4% | -11.3% |
| All | +42.9% | +43.8% | -0.9% | -11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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