-0.4%
CLSK vs PH
+243.6%
-244.0%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.6% | -2.0% | -1.7% |
| 7D | +1.7% | -3.1% | +4.9% | +5.7% |
| 30D | +11.1% | -11.8% | +22.9% | +29.0% |
| 3M | -14.1% | +6.9% | -21.0% | -22.1% |
| 6M | +32.9% | -1.3% | +34.2% | +30.9% |
| YTD | +26.5% | +7.0% | +19.5% | +12.0% |
| 1Y | +27.6% | +23.1% | +4.5% | -7.4% |
| 3Y | +190.9% | +135.4% | +55.5% | -4.3% |
| 5Y | -0.4% | +250.3% | -250.7% | -81.3% |
| All | -0.4% | +243.6% | -244.0% | -81.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 PH 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