-81.0%
PYPL vs CLSK
-4.8%
-76.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.6% | +5.8% | +2.7% |
| 7D | -5.9% | +1.7% | -7.7% | -6.3% |
| 30D | -9.4% | +11.1% | -20.5% | -11.1% |
| 3M | +31.3% | -14.1% | +45.4% | +32.3% |
| 6M | +19.1% | +32.9% | -13.8% | +10.7% |
| YTD | -7.9% | +26.5% | -34.4% | -15.2% |
| 1Y | -17.9% | +27.6% | -45.5% | -26.4% |
| 3Y | -11.6% | +190.9% | -202.5% | -45.9% |
| 5Y | -81.0% | -0.4% | -80.7% | -88.1% |
| All | -81.0% | -4.8% | -76.3% | -88.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling