-63.6%
CLSK vs PPL
+61.5%
-125.2%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | +8.8% | +2.7% | +6.2% | +7.9% |
| 30D | -6.0% | +0.5% | -6.5% | -6.1% |
| 3M | -24.4% | +0.7% | -25.0% | -24.8% |
| 6M | +19.0% | -7.6% | +26.6% | +21.6% |
| YTD | +25.4% | +1.8% | +23.6% | +23.8% |
| 1Y | +39.8% | -0.8% | +40.5% | +39.4% |
| 3Y | +177.7% | +56.9% | +120.8% | +132.0% |
| 5Y | -11.0% | +39.5% | -50.5% | -22.1% |
| All | -63.6% | +61.5% | -125.2% | -65.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling