+74.5%
CLSK vs PCOR
+50.0%
+24.5%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.5% | -3.3% | -3.0% |
| 7D | +8.0% | +3.0% | +4.9% | +6.6% |
| 30D | -27.9% | +38.7% | -66.6% | -40.6% |
| 3M | -42.3% | +24.9% | -67.1% | -50.2% |
| 6M | -50.0% | +68.8% | -118.8% | -65.2% |
| YTD | -34.3% | +6.7% | -41.0% | -39.5% |
| 1Y | -44.5% | +3.0% | -47.5% | -47.0% |
| 3Y | +74.5% | +48.6% | +25.9% | +6.7% |
| All | +74.5% | +50.0% | +24.5% | +6.7% |
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