-30.5%
BABA vs CLSK
+2.1%
-32.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.5% | -1.4% | -2.7% |
| 7D | -2.2% | +17.2% | -19.4% | -4.4% |
| 30D | -17.3% | +14.6% | -31.9% | -19.2% |
| 3M | -7.8% | -16.8% | +9.1% | -6.8% |
| 6M | -16.8% | +38.2% | -55.0% | -22.3% |
| YTD | -24.7% | +31.2% | -55.9% | -30.0% |
| 1Y | -24.9% | +37.3% | -62.3% | -32.1% |
| 3Y | +29.1% | +201.8% | -172.7% | -18.1% |
| 5Y | -30.5% | -1.6% | -29.0% | -50.1% |
| All | -30.5% | +2.1% | -32.6% | -50.1% |
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 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