+28.6%
BA vs CLSK
-80.2%
+108.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.2% | -4.5% | +0.5% |
| 7D | -1.4% | +1.6% | -3.0% | -1.5% |
| 30D | -7.9% | -32.9% | +25.0% | -7.2% |
| 3M | -25.2% | -40.0% | +14.9% | -24.4% |
| 6M | -26.7% | -51.7% | +24.9% | -25.8% |
| YTD | -19.6% | -31.7% | +12.1% | -19.5% |
| 1Y | -10.6% | -50.8% | +40.2% | -9.9% |
| 3Y | -11.2% | +84.8% | -96.0% | -14.8% |
| 5Y | -20.4% | -67.8% | +47.4% | -22.8% |
| All | +28.6% | -80.2% | +108.8% | +21.1% |
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 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