+46.3%
PFE vs CLSK
-63.6%
+110.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.3% |
| 7D | +1.8% | +8.8% | -7.1% | +1.7% |
| 30D | +10.2% | -6.0% | +16.2% | +10.2% |
| 3M | +12.7% | -24.4% | +37.1% | +12.7% |
| 6M | +10.5% | +19.0% | -8.5% | +10.5% |
| YTD | +20.2% | +25.4% | -5.2% | +20.1% |
| 1Y | +24.1% | +39.8% | -15.7% | +23.9% |
| 3Y | -3.6% | +177.7% | -181.2% | -3.7% |
| 5Y | -20.9% | -11.0% | -9.9% | -21.1% |
| All | +46.3% | -63.6% | +110.0% | +47.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling