-58.1%
CLSK vs PPG
+38.5%
-96.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +5.0% | -21.5% | -18.4% |
| 7D | -20.7% | +7.5% | -28.2% | -23.9% |
| 30D | -45.5% | +20.9% | -66.4% | -51.0% |
| 3M | -52.0% | +8.7% | -60.7% | -54.3% |
| 6M | -47.0% | +23.8% | -70.8% | -53.7% |
| YTD | -32.8% | +26.5% | -59.3% | -42.7% |
| 1Y | -58.1% | +37.6% | -95.7% | -64.0% |
| All | -58.1% | +38.5% | -96.5% | -64.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 1y: compounded portfolio wealth divided by compounded PPG 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…
1y analysis · Full analysis span regression · 6 months rolling