+37.6%
PYPL vs CLSK
-61.4%
+99.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +6.2% | -9.5% | -3.4% |
| 7D | +1.7% | +21.9% | -20.1% | +1.2% |
| 30D | -9.7% | +9.6% | -19.3% | -10.0% |
| 3M | +29.2% | -18.4% | +47.6% | +29.6% |
| 6M | +13.9% | +46.4% | -32.5% | +12.2% |
| YTD | -8.1% | +33.2% | -41.3% | -9.4% |
| 1Y | -21.4% | +47.0% | -68.4% | -23.0% |
| 3Y | -11.8% | +206.4% | -218.2% | -16.5% |
| 5Y | -81.1% | +5.4% | -86.5% | -82.1% |
| All | +37.6% | -61.4% | +99.0% | +34.1% |
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 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