+79.3%
BKR vs CLSK
-63.3%
+142.7%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -3.6% | -3.0% | -6.6% |
| 7D | -6.7% | +1.7% | -8.4% | -6.7% |
| 30D | -8.3% | +11.1% | -19.5% | -8.5% |
| 3M | -5.4% | -14.1% | +8.7% | -5.3% |
| 6M | +0.8% | +32.9% | -32.1% | +0.1% |
| YTD | +31.8% | +26.5% | +5.4% | +30.8% |
| 1Y | +28.6% | +27.6% | +1.0% | +27.3% |
| 3Y | +71.2% | +190.9% | -119.7% | +65.9% |
| 5Y | +179.2% | -0.4% | +179.6% | +170.4% |
| All | +79.3% | -63.3% | +142.7% | +71.8% |
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