-80.9%
CLSK vs PPL
+65.5%
-146.4%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.3% | -4.1% | -3.2% |
| 7D | +8.0% | -0.4% | +8.3% | +8.0% |
| 30D | -27.9% | +2.6% | -30.6% | -28.8% |
| 3M | -42.3% | +0.8% | -43.1% | -42.6% |
| 6M | -50.0% | +1.4% | -51.4% | -50.6% |
| YTD | -34.3% | +4.3% | -38.6% | -35.9% |
| 1Y | -44.5% | +0.8% | -45.2% | -45.2% |
| 3Y | +74.5% | +57.9% | +16.6% | +44.8% |
| 5Y | -69.0% | +48.3% | -117.3% | -73.3% |
| All | -80.9% | +65.5% | -146.4% | -82.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 PPL 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