-60.8%
CLSK vs PSX
+347.2%
-408.0%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.4% | +6.4% | +6.8% |
| 7D | +7.7% | +1.7% | +6.0% | +7.5% |
| 30D | +12.2% | +15.6% | -3.4% | +10.2% |
| 3M | -15.5% | +46.5% | -61.9% | -19.6% |
| 6M | +39.3% | +55.0% | -15.7% | +30.9% |
| YTD | +35.1% | +105.3% | -70.2% | +21.9% |
| 1Y | +34.0% | +101.6% | -67.6% | +21.1% |
| 3Y | +226.3% | +134.1% | +92.1% | +189.7% |
| 5Y | +6.4% | +368.7% | -362.3% | -4.6% |
| All | -60.8% | +347.2% | -408.0% | -72.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 PSX 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