-33.4%
BABA vs CLSK
-69.4%
+36.0%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.9% | +2.4% | -1.9% |
| 7D | +2.4% | -19.4% | +21.7% | +4.5% |
| 30D | -7.8% | -37.4% | +29.6% | -2.9% |
| 3M | -22.4% | -43.3% | +20.9% | -17.6% |
| 6M | -26.0% | -53.7% | +27.7% | -20.4% |
| YTD | -29.3% | -35.1% | +5.8% | -28.6% |
| 1Y | -37.5% | -56.3% | +18.8% | -34.0% |
| 3Y | +31.9% | +75.7% | -43.8% | -11.4% |
| 5Y | -33.4% | -67.7% | +34.2% | -36.4% |
| All | -33.4% | -69.4% | +36.0% | -36.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling