+1,735.1%
PLTR vs CLSK
-4.0%
+1,739.1%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.9% | -5.4% | -4.7% |
| 7D | -6.4% | +8.8% | -15.3% | -8.5% |
| 30D | +10.0% | -6.0% | +16.0% | +10.6% |
| 3M | +23.0% | -24.4% | +47.4% | +27.5% |
| 6M | +13.8% | +19.0% | -5.2% | +2.6% |
| YTD | -1.9% | +25.4% | -27.3% | -14.7% |
| 1Y | +11.6% | +39.8% | -28.1% | -9.7% |
| 3Y | +1,048.4% | +177.7% | +870.7% | +477.2% |
| 5Y | +554.4% | -11.0% | +565.4% | +275.7% |
| All | +1,735.1% | -4.0% | +1,739.1% | +798.0% |
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 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