-63.6%
CLSK vs PR
+83.4%
-147.1%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.5% | +1.1% |
| 7D | +8.8% | +2.9% | +5.9% | +8.4% |
| 30D | -6.0% | +18.0% | -24.0% | -8.0% |
| 3M | -24.4% | +16.9% | -41.2% | -26.0% |
| 6M | +19.0% | +28.2% | -9.2% | +14.4% |
| YTD | +25.4% | +69.3% | -43.9% | +16.2% |
| 1Y | +39.8% | +69.5% | -29.7% | +29.3% |
| 3Y | +177.7% | +81.7% | +96.0% | +155.1% |
| 5Y | -11.0% | +422.2% | -433.3% | -25.4% |
| All | -63.6% | +83.4% | -147.1% | -57.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling