-60.8%
CLSK vs PSA
+107.2%
-168.1%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.6% | +6.2% | +6.6% |
| 7D | +7.7% | -1.8% | +9.5% | +8.3% |
| 30D | +12.2% | -8.4% | +20.6% | +14.8% |
| 3M | -15.5% | -7.8% | -7.6% | -14.3% |
| 6M | +39.3% | +0.8% | +38.6% | +37.5% |
| YTD | +35.1% | +16.5% | +18.6% | +28.2% |
| 1Y | +34.0% | +4.7% | +29.3% | +30.8% |
| 3Y | +226.3% | +21.1% | +205.2% | +204.2% |
| 5Y | +6.4% | +14.2% | -7.8% | +1.4% |
| All | -60.8% | +107.2% | -168.1% | -64.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 PSA 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