+39.0%
PYPL vs CLSK
-60.8%
+99.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +6.8% | -6.0% | +0.6% |
| 7D | -2.3% | +7.7% | -10.0% | -2.5% |
| 30D | -9.0% | +12.2% | -21.3% | -9.4% |
| 3M | +30.6% | -15.5% | +46.0% | +30.9% |
| 6M | +18.6% | +39.3% | -20.8% | +17.0% |
| YTD | -7.2% | +35.1% | -42.2% | -8.6% |
| 1Y | -19.3% | +34.0% | -53.3% | -20.7% |
| 3Y | -12.3% | +226.3% | -238.5% | -17.0% |
| 5Y | -80.9% | +6.4% | -87.3% | -81.9% |
| All | +39.0% | -60.8% | +99.9% | +35.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling