-1.8%
BA vs CLSK
+182.0%
-183.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | 0.0% | +0.8% |
| 7D | +1.2% | +8.8% | -7.7% | +0.5% |
| 30D | -11.6% | -6.0% | -5.6% | -11.4% |
| 3M | -2.4% | -24.4% | +22.0% | -1.0% |
| 6M | -6.6% | +19.0% | -25.7% | -8.8% |
| YTD | -2.2% | +25.4% | -27.6% | -5.5% |
| 1Y | -8.0% | +39.8% | -47.8% | -12.9% |
| All | -1.8% | +182.0% | -183.8% | -18.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling