-23.9%
BABA vs CLSK
+27.9%
-51.8%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.6% | +2.8% | -0.3% |
| 7D | -2.9% | +1.7% | -4.7% | -3.2% |
| 30D | -15.1% | +11.1% | -26.2% | -16.7% |
| 3M | -5.0% | -14.1% | +9.0% | -4.4% |
| 6M | -19.9% | +32.9% | -52.9% | -25.6% |
| YTD | -25.3% | +26.5% | -51.7% | -30.7% |
| 1Y | -23.9% | +27.6% | -51.5% | -26.9% |
| All | -23.9% | +27.9% | -51.8% | -26.9% |
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