+222.9%
BAC vs CLSK
-80.9%
+303.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.8% | +3.8% | +1.1% |
| 7D | +3.2% | +8.0% | -4.7% | +3.1% |
| 30D | -0.7% | -27.9% | +27.2% | -0.2% |
| 3M | -20.0% | -42.3% | +22.3% | -19.3% |
| 6M | +3.4% | -50.0% | +53.4% | +4.4% |
| YTD | -5.7% | -34.3% | +28.5% | -5.6% |
| 1Y | -1.4% | -44.5% | +43.0% | -1.1% |
| 3Y | +97.9% | +74.5% | +23.4% | +92.6% |
| 5Y | +22.9% | -69.0% | +91.9% | +20.3% |
| All | +222.9% | -80.9% | +303.9% | +208.0% |
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