-60.8%
CLSK vs PSLV
+223.3%
-284.1%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.3% | +6.5% | +6.7% |
| 7D | +7.7% | -3.5% | +11.2% | +9.5% |
| 30D | +12.2% | -2.1% | +14.4% | +13.9% |
| 3M | -15.5% | -1.6% | -13.8% | -14.7% |
| 6M | +39.3% | -25.5% | +64.8% | +58.2% |
| YTD | +35.1% | -11.4% | +46.5% | +33.6% |
| 1Y | +34.0% | +48.6% | -14.6% | -1.2% |
| 3Y | +226.3% | +166.9% | +59.4% | +72.8% |
| 5Y | +6.4% | +152.4% | -146.0% | -42.3% |
| All | -60.8% | +223.3% | -284.1% | -84.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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