-80.9%
CLSK vs PR
+82.2%
-163.1%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.2% | -4.0% | -2.9% |
| 7D | +8.0% | +6.0% | +2.0% | +7.1% |
| 30D | -27.9% | -4.2% | -23.7% | -27.4% |
| 3M | -42.3% | +10.0% | -52.2% | -43.0% |
| 6M | -50.0% | +15.6% | -65.6% | -51.1% |
| YTD | -34.3% | +68.2% | -102.5% | -39.1% |
| 1Y | -44.5% | +79.2% | -123.7% | -49.0% |
| 3Y | +74.5% | +94.9% | -20.4% | +59.2% |
| 5Y | -69.0% | +272.8% | -341.7% | -73.6% |
| All | -80.9% | +82.2% | -163.1% | -77.6% |
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