+46.9%
PM vs CLSK
-58.7%
+105.6%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -16.6% | +18.1% | +0.9% |
| 7D | +4.3% | -20.7% | +25.0% | +3.4% |
| 30D | +11.5% | -45.5% | +57.0% | +9.2% |
| 3M | +13.0% | -52.0% | +65.0% | +10.5% |
| 6M | +25.9% | -47.0% | +72.9% | +22.9% |
| YTD | +34.0% | -32.8% | +66.8% | +31.4% |
| 1Y | +46.9% | -58.1% | +105.0% | +41.5% |
| All | +46.9% | -58.7% | +105.6% | +41.5% |
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