+136.4%
BAC vs CLSK
+202.5%
-66.1%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | +0.6% |
| 7D | +0.6% | +17.2% | -16.6% | -0.6% |
| 30D | -1.4% | +14.6% | -15.9% | -2.6% |
| 3M | +15.7% | -16.8% | +32.6% | +16.4% |
| 6M | +32.2% | +38.2% | -6.0% | +26.9% |
| YTD | +15.8% | +31.2% | -15.5% | +10.6% |
| 1Y | +27.3% | +37.3% | -10.1% | +19.7% |
| All | +136.4% | +202.5% | -66.1% | +92.3% |
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