-60.8%
CLSK vs PPG
+32.3%
-93.1%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.4% | +6.4% | +6.5% |
| 7D | +7.7% | -6.2% | +14.0% | +12.4% |
| 30D | +12.2% | -7.9% | +20.2% | +18.3% |
| 3M | -15.5% | -10.2% | -5.2% | -10.0% |
| 6M | +39.3% | +2.7% | +36.7% | +35.8% |
| YTD | +35.1% | +4.9% | +30.2% | +28.4% |
| 1Y | +34.0% | -3.2% | +37.2% | +33.8% |
| 3Y | +226.3% | -17.0% | +243.3% | +264.7% |
| 5Y | +6.4% | -23.3% | +29.7% | +23.8% |
| All | -60.8% | +32.3% | -93.1% | -62.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling