-80.9%
CLSK vs PWR
+1,767.0%
-1,847.9%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.7% | -2.1% | -2.2% |
| 7D | +8.0% | +11.3% | -3.3% | -0.6% |
| 30D | -27.9% | -8.9% | -19.1% | -21.1% |
| 3M | -42.3% | -10.5% | -31.8% | -35.8% |
| 6M | -50.0% | -22.2% | -27.8% | -38.1% |
| YTD | -34.3% | +42.7% | -77.0% | -48.9% |
| 1Y | -44.5% | +41.1% | -85.6% | -56.1% |
| 3Y | +74.5% | +242.7% | -168.2% | -26.1% |
| 5Y | -69.0% | +418.5% | -487.5% | -89.3% |
| All | -80.9% | +1,767.0% | -1,847.9% | -95.1% |
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