+15.9%
PYPL vs CLSK
+47.0%
-31.1%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +6.2% | -9.5% | -3.8% |
| 7D | +1.7% | +21.9% | -20.1% | -0.2% |
| 30D | -9.7% | +9.6% | -19.3% | -10.5% |
| 3M | +29.2% | -18.4% | +47.6% | +31.2% |
| All | +15.9% | +47.0% | -31.1% | +4.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling