-58.1%
CLSK vs PEGA
-44.4%
-13.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | 0.0% | -16.6% | -16.6% |
| 7D | -20.7% | -2.9% | -17.9% | -20.6% |
| 30D | -45.5% | -0.5% | -45.0% | -45.5% |
| 3M | -52.0% | +8.5% | -60.5% | -52.8% |
| 6M | -47.0% | -6.3% | -40.7% | -45.1% |
| YTD | -32.8% | -42.2% | +9.4% | -24.0% |
| 1Y | -58.1% | -43.4% | -14.6% | -50.3% |
| All | -58.1% | -44.4% | -13.6% | -50.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 1y: compounded portfolio wealth divided by compounded PEGA 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…
1y analysis · Full analysis span regression · 6 months rolling