+24.3%
BMY vs CLSK
+6.4%
+17.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +6.8% | -7.0% | -0.3% |
| 7D | -4.8% | +7.7% | -12.5% | -4.9% |
| 30D | -0.1% | +12.2% | -12.3% | -0.4% |
| 3M | +13.1% | -15.5% | +28.6% | +13.3% |
| 6M | +8.4% | +39.3% | -30.9% | +7.2% |
| YTD | +22.0% | +35.1% | -13.1% | +20.3% |
| 1Y | +40.3% | +34.0% | +6.3% | +37.7% |
| 3Y | +20.5% | +226.3% | -205.7% | +14.6% |
| All | +24.3% | +6.4% | +17.9% | +12.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling