-72.3%
CLSK vs PENG
+42.1%
-114.4%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +12.4% | -3.9% | +2.3% |
| 7D | -19.7% | -19.4% | -0.2% | -10.1% |
| 30D | -46.5% | -42.4% | -4.1% | -30.2% |
| 3M | -51.7% | -25.6% | -26.0% | -45.7% |
| 6M | -57.5% | +7.3% | -64.8% | -64.9% |
| YTD | -39.1% | +113.9% | -153.0% | -66.0% |
| 1Y | -60.0% | +93.6% | -153.6% | -76.3% |
| 3Y | +42.9% | +170.2% | -127.3% | -38.8% |
| All | -72.3% | +42.1% | -114.4% | -85.3% |
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