-3.4%
PEP vs CLSK
+80.2%
-83.6%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.8% | +5.0% | +2.2% |
| 7D | +2.9% | +8.0% | -5.1% | +3.1% |
| 30D | +12.5% | -27.9% | +40.4% | +12.1% |
| 3M | +4.5% | -42.3% | +46.8% | +3.9% |
| 6M | -0.5% | -50.0% | +49.5% | -1.1% |
| YTD | +4.4% | -34.3% | +38.7% | +3.8% |
| 1Y | +4.4% | -44.5% | +48.8% | +3.7% |
| 3Y | -3.4% | +74.5% | -77.9% | -0.8% |
| All | -3.4% | +80.2% | -83.6% | -0.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling