+27.0%
BA vs CLSK
-80.2%
+107.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +12.2% | -12.8% | -0.9% |
| 7D | -1.7% | -3.4% | +1.6% | -1.8% |
| 30D | -9.5% | -34.2% | +24.7% | -8.7% |
| 3M | -26.5% | -43.8% | +17.4% | -25.6% |
| 6M | -27.4% | -51.3% | +24.0% | -26.4% |
| YTD | -20.6% | -31.7% | +11.1% | -20.5% |
| 1Y | -11.4% | -55.6% | +44.2% | -10.5% |
| 3Y | -10.8% | +87.3% | -98.1% | -14.4% |
| 5Y | -21.9% | -67.6% | +45.7% | -24.2% |
| All | +27.0% | -80.2% | +107.2% | +19.6% |
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