-80.7%
CLSK vs PENG
+689.3%
-770.1%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -5.5% | +2.7% | -1.1% |
| 7D | +8.0% | +13.2% | -5.3% | +4.1% |
| 30D | -27.9% | -29.9% | +2.0% | -19.7% |
| 3M | -42.3% | -22.2% | -20.0% | -38.3% |
| 6M | -50.0% | -1.9% | -48.1% | -51.9% |
| YTD | -34.3% | +142.1% | -176.4% | -51.2% |
| 1Y | -44.5% | +151.5% | -196.0% | -59.1% |
| 3Y | +74.5% | +206.9% | -132.4% | +20.4% |
| 5Y | -69.0% | +58.2% | -127.2% | -77.1% |
| All | -80.7% | +689.3% | -770.1% | -85.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 10y: compounded portfolio wealth divided by compounded PENG 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…
10y analysis · Full analysis span regression · 6 months rolling