+296.7%
BAC vs CLSK
-63.6%
+360.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -0.9% | -0.1% |
| 7D | +1.1% | +8.8% | -7.7% | +0.9% |
| 30D | -0.4% | -6.0% | +5.6% | -0.3% |
| 3M | +16.9% | -24.4% | +41.3% | +17.3% |
| 6M | +26.6% | +19.0% | +7.6% | +25.8% |
| YTD | +15.8% | +25.4% | -9.6% | +14.7% |
| 1Y | +27.2% | +39.8% | -12.6% | +25.5% |
| 3Y | +132.4% | +177.7% | -45.3% | +124.2% |
| 5Y | +72.6% | -11.0% | +83.6% | +66.6% |
| All | +296.7% | -63.6% | +360.4% | +274.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling