-82.3%
CLSK vs PR
+71.9%
-154.3%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +1.9% | +6.5% | +8.2% |
| 7D | -19.7% | -16.4% | -3.3% | -17.6% |
| 30D | -46.5% | -1.9% | -44.6% | -46.4% |
| 3M | -51.7% | +8.0% | -59.6% | -52.2% |
| 6M | -57.5% | +4.1% | -61.6% | -57.9% |
| YTD | -39.1% | +58.7% | -97.8% | -43.1% |
| 1Y | -60.0% | +75.8% | -135.8% | -63.1% |
| 3Y | +42.9% | +73.2% | -30.2% | +32.2% |
| 5Y | -69.9% | +230.1% | -300.1% | -74.1% |
| All | -82.3% | +71.9% | -154.3% | -79.1% |
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