+74.5%
CLSK vs PWR
+247.1%
-172.6%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.7% | -2.1% | -2.1% |
| 7D | +8.0% | +11.3% | -3.3% | -2.6% |
| 30D | -27.9% | -8.9% | -19.1% | -19.9% |
| 3M | -42.3% | -10.5% | -31.8% | -34.8% |
| 6M | -50.0% | -22.2% | -27.8% | -36.0% |
| YTD | -34.3% | +42.7% | -77.0% | -53.7% |
| 1Y | -44.5% | +41.1% | -85.6% | -60.2% |
| 3Y | +74.5% | +242.7% | -168.2% | -13.9% |
| All | +74.5% | +247.1% | -172.6% | -13.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling