-12.7%
BABA vs CLSK
+35.0%
-47.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +1.2% |
| 7D | -4.8% | +8.8% | -13.6% | -6.0% |
| 30D | -11.9% | -6.0% | -5.9% | -11.5% |
| 3M | -9.3% | -24.4% | +15.1% | -6.7% |
| 6M | -14.2% | +19.0% | -33.3% | -19.1% |
| YTD | -22.0% | +25.4% | -47.4% | -27.7% |
| 1Y | -12.7% | +39.8% | -52.5% | -17.1% |
| All | -12.7% | +35.0% | -47.7% | -17.1% |
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 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