-81.2%
CLSK vs PPL
+65.7%
-146.9%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.1% | -5.0% | -4.9% |
| 7D | -19.4% | 0.0% | -19.4% | -19.5% |
| 30D | -37.4% | +4.3% | -41.7% | -38.5% |
| 3M | -43.3% | +2.9% | -46.2% | -44.1% |
| 6M | -53.7% | +1.1% | -54.8% | -54.3% |
| YTD | -35.1% | +4.5% | -39.5% | -36.7% |
| 1Y | -56.3% | +0.1% | -56.4% | -56.7% |
| 3Y | +75.7% | +55.7% | +20.0% | +46.5% |
| 5Y | -67.7% | +47.6% | -115.3% | -72.2% |
| All | -81.2% | +65.7% | -146.9% | -82.3% |
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