-29.3%
BABA vs CLSK
-48.0%
+18.7%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -1.0% | -6.0% | -7.0% |
| 7D | -12.7% | +20.4% | -33.1% | -13.0% |
| 30D | -14.9% | -32.6% | +17.7% | -13.1% |
| 3M | -24.6% | -43.8% | +19.2% | -22.0% |
| 6M | -29.3% | -49.2% | +19.9% | -27.2% |
| All | -29.3% | -48.0% | +18.7% | -27.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling