+1.6%
PG vs CLSK
+211.4%
-209.8%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +6.8% | -5.2% | +1.7% |
| 7D | -0.8% | +7.7% | -8.5% | -0.7% |
| 30D | +0.8% | +12.2% | -11.4% | +1.0% |
| 3M | -1.3% | -15.5% | +14.1% | -1.3% |
| 6M | -3.8% | +39.3% | -43.2% | -3.5% |
| YTD | +3.6% | +35.1% | -31.5% | +4.1% |
| 1Y | -5.7% | +34.0% | -39.7% | -5.3% |
| 3Y | +1.6% | +226.3% | -224.7% | -0.9% |
| All | +1.6% | +211.4% | -209.8% | -0.9% |
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