+226.3%
CLSK vs PSX
+133.1%
+93.2%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.4% | +6.4% | +6.6% |
| 7D | +7.7% | +1.7% | +6.0% | +7.0% |
| 30D | +12.2% | +15.6% | -3.4% | +4.7% |
| 3M | -15.5% | +46.5% | -61.9% | -30.4% |
| 6M | +39.3% | +55.0% | -15.7% | +8.6% |
| YTD | +35.1% | +105.3% | -70.2% | -12.8% |
| 1Y | +34.0% | +101.6% | -67.6% | -13.5% |
| 3Y | +226.3% | +134.1% | +92.1% | +69.1% |
| All | +226.3% | +133.1% | +93.2% | +69.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling