-81.2%
CLSK vs PR
+71.7%
-152.9%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.9% | -5.8% | -5.0% |
| 7D | -19.4% | -9.5% | -9.9% | -18.1% |
| 30D | -37.4% | -5.7% | -31.7% | -36.9% |
| 3M | -43.3% | +3.0% | -46.3% | -43.6% |
| 6M | -53.7% | +11.8% | -65.5% | -54.6% |
| YTD | -35.1% | +58.5% | -93.6% | -39.3% |
| 1Y | -56.3% | +69.9% | -126.2% | -59.5% |
| 3Y | +75.7% | +84.9% | -9.2% | +61.3% |
| 5Y | -67.7% | +246.4% | -314.1% | -72.2% |
| All | -81.2% | +71.7% | -152.9% | -77.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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