+196.1%
BKNG vs CLSK
-63.3%
+259.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.6% | +4.1% | +0.6% |
| 7D | -10.7% | +1.7% | -12.4% | -10.7% |
| 30D | -18.1% | +11.1% | -29.2% | -18.3% |
| 3M | +8.5% | -14.1% | +22.6% | +8.5% |
| 6M | -0.1% | +32.9% | -33.0% | -0.8% |
| YTD | -18.2% | +26.5% | -44.7% | -18.9% |
| 1Y | -19.9% | +27.6% | -47.5% | -20.8% |
| 3Y | +41.6% | +190.9% | -149.3% | +37.0% |
| 5Y | +93.1% | -0.4% | +93.5% | +86.5% |
| All | +196.1% | -63.3% | +259.4% | +190.6% |
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