+26.3%
BA vs CLSK
-80.9%
+107.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.8% | +2.7% | 0.0% |
| 7D | -1.1% | +8.0% | -9.1% | -1.3% |
| 30D | -7.1% | -27.9% | +20.8% | -6.5% |
| 3M | -25.5% | -42.3% | +16.7% | -24.7% |
| 6M | -28.7% | -50.0% | +21.3% | -27.8% |
| YTD | -21.0% | -34.3% | +13.3% | -20.8% |
| 1Y | -11.9% | -44.5% | +32.6% | -11.4% |
| 3Y | -16.2% | +74.5% | -90.7% | -19.4% |
| 5Y | -22.4% | -69.0% | +46.6% | -24.6% |
| All | +26.3% | -80.9% | +107.3% | +19.1% |
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 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