+296.8%
BAC vs CLSK
-60.8%
+357.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +6.8% | -6.6% | +0.1% |
| 7D | 0.0% | +7.7% | -7.7% | -0.1% |
| 30D | -2.8% | +12.2% | -15.0% | -3.1% |
| 3M | +14.2% | -15.5% | +29.7% | +14.4% |
| 6M | +30.5% | +39.3% | -8.8% | +29.3% |
| YTD | +15.8% | +35.1% | -19.3% | +14.6% |
| 1Y | +26.2% | +34.0% | -7.9% | +24.5% |
| 3Y | +136.5% | +226.3% | -89.7% | +127.6% |
| 5Y | +75.9% | +6.4% | +69.6% | +69.4% |
| All | +296.8% | -60.8% | +357.6% | +273.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling