-60.8%
CLSK vs PLUG
+45.8%
-106.7%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -0.5% | +7.3% | +6.9% |
| 7D | +7.7% | -3.2% | +10.9% | +8.9% |
| 30D | +12.2% | -8.3% | +20.5% | +15.4% |
| 3M | -15.5% | -25.8% | +10.3% | -7.1% |
| 6M | +39.3% | -5.8% | +45.2% | +37.9% |
| YTD | +35.1% | +6.6% | +28.5% | +28.5% |
| 1Y | +34.0% | +39.1% | -5.1% | +13.2% |
| 3Y | +226.3% | -73.7% | +300.0% | +256.1% |
| 5Y | +6.4% | -91.3% | +97.7% | +66.1% |
| All | -60.8% | +45.8% | -106.7% | -43.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PLUG.
Daily Out/Under-Performance
Portfolio return minus PLUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLUG 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 10y: compounded portfolio wealth divided by compounded PLUG 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…
10y analysis · Full analysis span regression · 6 months rolling