+32.9%
BABA vs CLSK
+196.3%
-163.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +6.2% | -6.7% | -1.1% |
| 7D | -0.2% | +21.9% | -22.0% | -2.0% |
| 30D | -12.3% | +9.6% | -21.9% | -13.3% |
| 3M | -5.3% | -18.4% | +13.1% | -4.4% |
| 6M | -13.1% | +46.4% | -59.4% | -17.1% |
| YTD | -22.4% | +33.2% | -55.6% | -25.9% |
| 1Y | -19.5% | +47.0% | -66.5% | -24.3% |
| 3Y | +32.9% | +206.4% | -173.4% | +7.5% |
| All | +32.9% | +196.3% | -163.3% | +7.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling