-80.2%
CLSK vs PLUG
-5.6%
-74.6%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.7% | +5.9% | +5.4% |
| 7D | +1.6% | -6.8% | +8.5% | +4.4% |
| 30D | -32.9% | -16.0% | -16.9% | -28.6% |
| 3M | -40.0% | -38.7% | -1.3% | -29.5% |
| 6M | -51.7% | -61.4% | +9.7% | -35.5% |
| YTD | -31.7% | -31.0% | -0.8% | -25.0% |
| 1Y | -50.8% | -46.2% | -4.6% | -42.0% |
| 3Y | +84.8% | -61.5% | +146.2% | +89.3% |
| 5Y | -67.8% | -96.9% | +29.1% | -35.8% |
| All | -80.2% | -5.6% | -74.6% | -67.1% |
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