-63.2%
CLSK vs PENG
+762.7%
-825.9%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +6.4% | -5.6% | -0.9% |
| 7D | +8.8% | +4.5% | +4.3% | +7.5% |
| 30D | -6.0% | -7.1% | +1.1% | -4.4% |
| 3M | -24.4% | -27.3% | +2.9% | -19.9% |
| 6M | +19.0% | +169.6% | -150.5% | -14.0% |
| YTD | +25.4% | +164.6% | -139.2% | -9.0% |
| 1Y | +39.8% | +109.5% | -69.7% | +7.8% |
| 3Y | +177.7% | +98.9% | +78.8% | +102.3% |
| 5Y | -11.0% | +116.3% | -127.3% | -36.7% |
| All | -63.2% | +762.7% | -825.9% | -73.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling