+62.2%
PANW vs CLSK
-58.7%
+121.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -16.6% | +15.9% | +0.8% |
| 7D | -11.8% | -20.7% | +9.0% | -10.1% |
| 30D | -14.4% | -45.5% | +31.1% | -10.3% |
| 3M | -5.0% | -52.0% | +47.0% | +0.2% |
| 6M | +88.6% | -47.0% | +135.5% | +94.8% |
| YTD | +88.9% | -32.8% | +121.8% | +87.7% |
| 1Y | +62.2% | -58.1% | +120.3% | +67.4% |
| All | +62.2% | -58.7% | +121.0% | +67.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CLSK.
Daily Out/Under-Performance
Portfolio return minus CLSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLSK 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 1y: compounded portfolio wealth divided by compounded CLSK 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…
1y analysis · Full analysis span regression · 6 months rolling