-63.3%
CLSK vs PWR
+1,818.5%
-1,881.8%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.3% | -2.3% | -2.6% |
| 7D | +1.7% | -0.2% | +2.0% | +2.0% |
| 30D | +11.1% | -7.7% | +18.8% | +18.4% |
| 3M | -14.1% | -4.9% | -9.2% | -10.0% |
| 6M | +32.9% | +9.7% | +23.2% | +23.4% |
| YTD | +26.5% | +46.7% | -20.2% | -5.5% |
| 1Y | +27.6% | +58.7% | -31.1% | -8.6% |
| 3Y | +190.9% | +200.7% | -9.8% | +31.7% |
| 5Y | -0.4% | +438.6% | -438.9% | -67.2% |
| All | -63.3% | +1,818.5% | -1,881.8% | -91.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PWR.
Daily Out/Under-Performance
Portfolio return minus PWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PWR 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 PWR 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