-61.9%
CLSK vs PHM
+614.9%
-676.9%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.5% | -1.0% |
| 7D | +17.2% | -3.9% | +21.1% | +19.6% |
| 30D | +14.6% | -8.6% | +23.1% | +19.7% |
| 3M | -16.8% | -2.9% | -13.9% | -17.1% |
| 6M | +38.2% | -5.7% | +43.9% | +40.3% |
| YTD | +31.2% | +1.9% | +29.4% | +25.6% |
| 1Y | +37.3% | -12.3% | +49.7% | +42.6% |
| 3Y | +201.8% | +50.8% | +151.1% | +134.5% |
| 5Y | -1.6% | +157.3% | -158.9% | -40.5% |
| All | -61.9% | +614.9% | -676.9% | -79.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 PHM 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