-35.3%
BABA vs CLSK
-58.7%
+23.4%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -16.6% | +21.5% | +6.8% |
| 7D | +4.3% | -20.7% | +25.0% | +6.7% |
| 30D | -5.0% | -45.5% | +40.5% | +2.0% |
| 3M | -18.4% | -52.0% | +33.6% | -11.3% |
| 6M | -20.3% | -47.0% | +26.7% | -16.3% |
| YTD | -27.5% | -32.8% | +5.3% | -27.6% |
| 1Y | -35.3% | -58.1% | +22.7% | -33.2% |
| All | -35.3% | -58.7% | +23.4% | -33.2% |
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