-8.0%
CLSK vs PENG
+115.2%
-123.3%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +6.4% | -5.6% | -2.3% |
| 7D | +8.8% | +4.5% | +4.3% | +6.5% |
| 30D | -6.0% | -7.1% | +1.1% | -3.3% |
| 3M | -24.4% | -27.3% | +2.9% | -17.8% |
| 6M | +19.0% | +169.6% | -150.5% | -39.1% |
| YTD | +25.4% | +164.6% | -139.2% | -35.6% |
| 1Y | +39.8% | +109.5% | -69.7% | -19.3% |
| 3Y | +177.7% | +98.9% | +78.8% | +35.4% |
| All | -8.0% | +115.2% | -123.3% | -54.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling