-67.9%
CLSK vs PH
+203.8%
-271.6%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | 0.0% | -2.7% | -2.7% |
| 7D | +8.0% | +4.3% | +3.6% | +2.7% |
| 30D | -27.9% | +0.1% | -28.1% | -27.2% |
| 3M | -42.3% | -9.4% | -32.9% | -34.3% |
| 6M | -50.0% | +8.8% | -58.8% | -55.4% |
| YTD | -34.3% | +9.6% | -43.9% | -42.8% |
| 1Y | -44.5% | +14.4% | -58.9% | -54.3% |
| 3Y | +74.5% | +134.5% | -60.0% | -41.4% |
| All | -67.9% | +203.8% | -271.6% | -93.4% |
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