+52.0%
BA vs CLSK
-61.9%
+114.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.6% | -2.0% |
| 7D | -1.2% | +17.2% | -18.4% | -1.6% |
| 30D | -11.3% | +14.6% | -25.9% | -11.7% |
| 3M | -3.8% | -16.8% | +13.1% | -3.6% |
| 6M | -8.3% | +38.2% | -46.4% | -9.3% |
| YTD | -4.9% | +31.2% | -36.2% | -6.1% |
| 1Y | -10.1% | +37.3% | -47.4% | -11.6% |
| 3Y | -2.3% | +201.8% | -204.1% | -7.3% |
| 5Y | -3.5% | -1.6% | -2.0% | -8.2% |
| All | +52.0% | -61.9% | +114.0% | +41.3% |
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