-48.7%
CLSK vs PENG
+136.5%
-185.2%
-69.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.7% | -2.7% | -1.8% |
| 7D | +20.4% | +34.6% | -14.2% | +4.9% |
| 30D | -32.6% | -35.9% | +3.3% | -19.4% |
| 3M | -43.8% | -14.7% | -29.1% | -41.3% |
| 6M | -49.2% | +13.5% | -62.7% | -60.8% |
| YTD | -32.4% | +156.1% | -188.5% | -75.1% |
| 1Y | -48.7% | +141.3% | -190.0% | -79.5% |
| All | -48.7% | +136.5% | -185.2% | -79.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling