-80.2%
CLSK vs PR
+70.1%
-150.3%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.2% | -1.1% | +13.2% | +12.3% |
| 7D | -3.4% | -12.4% | +9.0% | -1.5% |
| 30D | -34.2% | -6.6% | -27.6% | -33.5% |
| 3M | -43.8% | +7.5% | -51.3% | -44.4% |
| 6M | -51.3% | +10.8% | -62.1% | -52.2% |
| YTD | -31.7% | +57.0% | -88.7% | -36.1% |
| 1Y | -55.6% | +67.9% | -123.6% | -58.8% |
| 3Y | +87.3% | +87.6% | -0.3% | +71.8% |
| 5Y | -67.6% | +220.4% | -288.0% | -72.0% |
| All | -80.2% | +70.1% | -150.3% | -76.5% |
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