+215.7%
CLX vs PSKY
-42.2%
+257.9%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.3% | -1.2% |
| 7D | -9.2% | -0.2% | -9.1% | -9.2% |
| 30D | -11.0% | +24.0% | -35.0% | -12.7% |
| 3M | +5.0% | +2.2% | +2.9% | +4.7% |
| 6M | -18.8% | -9.0% | -9.8% | -18.5% |
| YTD | -4.4% | -18.1% | +13.7% | -3.4% |
| 1Y | -21.9% | -25.1% | +3.3% | -20.9% |
| 3Y | -32.8% | -16.3% | -16.4% | -34.6% |
| 5Y | -34.6% | -70.4% | +35.8% | -31.0% |
| 10Y | -4.7% | -74.2% | +69.5% | -2.1% |
| All | +215.7% | -42.2% | +257.9% | +167.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY 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 all: compounded portfolio wealth divided by compounded PSKY 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…
all analysis · Full analysis span regression · 6 months rolling