-10.0%
BA vs CLSK
+27.9%
-37.9%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.6% | +2.8% | -0.5% |
| 7D | -2.7% | +1.7% | -4.5% | -2.9% |
| 30D | -12.2% | +11.1% | -23.3% | -13.3% |
| 3M | -2.0% | -14.1% | +12.1% | -1.5% |
| 6M | -6.0% | +32.9% | -38.9% | -9.1% |
| YTD | -5.7% | +26.5% | -32.2% | -9.2% |
| 1Y | -10.0% | +27.6% | -37.6% | -9.7% |
| All | -10.0% | +27.9% | -37.9% | -9.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling