-82.3%
CLSK vs PPL
+66.1%
-148.4%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -0.6% | +9.0% | +8.6% |
| 7D | -19.7% | +0.4% | -20.1% | -19.9% |
| 30D | -46.5% | +5.4% | -52.0% | -47.6% |
| 3M | -51.7% | +4.3% | -56.0% | -52.5% |
| 6M | -57.5% | -1.3% | -56.2% | -57.6% |
| YTD | -39.1% | +4.7% | -43.8% | -40.7% |
| 1Y | -60.0% | +1.3% | -61.3% | -60.5% |
| 3Y | +42.9% | +57.2% | -14.3% | +18.9% |
| 5Y | -69.9% | +48.2% | -118.2% | -74.2% |
| All | -82.3% | +66.1% | -148.4% | -83.4% |
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