-4.1%
PG vs CLSK
+27.8%
-31.9%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.9% | +3.5% | +0.5% |
| 7D | -0.2% | +4.6% | -4.8% | -0.1% |
| 30D | +1.1% | +9.8% | -8.7% | +1.5% |
| 3M | -1.6% | -19.5% | +17.9% | -1.6% |
| 6M | -1.5% | +36.0% | -37.5% | -0.7% |
| YTD | +4.2% | +31.1% | -26.9% | +5.3% |
| All | -4.1% | +27.8% | -31.9% | -3.0% |
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