+206.4%
CLSK vs PLUG
-72.4%
+278.8%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +4.1% | +2.1% | +5.0% |
| 7D | +21.9% | +8.1% | +13.7% | +19.2% |
| 30D | +9.6% | +3.7% | +5.9% | +8.6% |
| 3M | -18.4% | -29.2% | +10.8% | -9.9% |
| 6M | +46.4% | +6.1% | +40.3% | +39.6% |
| YTD | +33.2% | +14.7% | +18.5% | +24.4% |
| 1Y | +47.0% | +56.9% | -9.9% | +23.0% |
| 3Y | +206.4% | -71.6% | +278.0% | +254.7% |
| All | +206.4% | -72.4% | +278.8% | +254.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling