+78.3%
BKR vs CLSK
-60.8%
+139.2%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +6.8% | -7.4% | -0.7% |
| 7D | -7.0% | +7.7% | -14.7% | -7.1% |
| 30D | -8.1% | +12.2% | -20.4% | -8.3% |
| 3M | -6.6% | -15.5% | +8.8% | -6.5% |
| 6M | +0.9% | +39.3% | -38.5% | +0.1% |
| YTD | +31.1% | +35.1% | -4.0% | +29.9% |
| 1Y | +27.7% | +34.0% | -6.3% | +26.3% |
| 3Y | +71.2% | +226.3% | -155.0% | +65.6% |
| 5Y | +177.6% | +6.4% | +171.3% | +168.5% |
| All | +78.3% | -60.8% | +139.2% | +70.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling