+73.1%
BAC vs CLSK
+6.4%
+66.7%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +6.8% | -6.6% | -0.4% |
| 7D | 0.0% | +7.7% | -7.7% | -0.7% |
| 30D | -2.8% | +12.2% | -15.0% | -4.0% |
| 3M | +14.2% | -15.5% | +29.7% | +14.8% |
| 6M | +30.5% | +39.3% | -8.8% | +24.7% |
| YTD | +15.8% | +35.1% | -19.3% | +9.9% |
| 1Y | +26.2% | +34.0% | -7.9% | +18.1% |
| 3Y | +136.5% | +226.3% | -89.7% | +84.2% |
| All | +73.1% | +6.4% | +66.7% | +34.5% |
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