-20.6%
CLSK vs PCOR
-30.9%
+10.4%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.3% | +5.1% | +3.9% |
| 7D | +8.8% | -9.0% | +17.8% | +16.3% |
| 30D | -6.0% | +4.2% | -10.2% | -10.2% |
| 3M | -24.4% | +14.4% | -38.8% | -34.4% |
| 6M | +19.0% | +0.2% | +18.9% | +8.6% |
| YTD | +25.4% | -20.3% | +45.6% | +33.4% |
| 1Y | +39.8% | -16.1% | +55.9% | +41.4% |
| 3Y | +177.7% | -14.7% | +192.4% | +162.6% |
| 5Y | -11.0% | -43.2% | +32.1% | -4.4% |
| All | -20.6% | -30.9% | +10.4% | -13.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling