+8.0%
BABA vs CLSK
-80.9%
+88.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.8% | +2.8% | +0.1% |
| 7D | -13.8% | +8.0% | -21.7% | -14.0% |
| 30D | -15.1% | -27.9% | +12.8% | -14.5% |
| 3M | -22.7% | -42.3% | +19.5% | -21.8% |
| 6M | -34.7% | -50.0% | +15.3% | -33.8% |
| YTD | -35.0% | -34.3% | -0.7% | -34.8% |
| 1Y | -40.4% | -44.5% | +4.1% | -40.0% |
| 3Y | +21.9% | +74.5% | -52.6% | +16.6% |
| 5Y | -39.9% | -69.0% | +29.1% | -41.8% |
| All | +8.0% | -80.9% | +88.9% | -1.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling