-55.4%
BSX vs CLSK
+35.0%
-90.4%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.9% | +0.9% | +1.8% |
| 7D | +2.0% | +8.8% | -6.8% | +2.1% |
| 30D | +0.1% | -6.0% | +6.1% | +0.2% |
| 3M | -2.1% | -24.4% | +22.2% | -1.5% |
| 6M | -33.8% | +19.0% | -52.8% | -34.8% |
| YTD | -49.9% | +25.4% | -75.3% | -50.3% |
| 1Y | -55.4% | +39.8% | -95.2% | -55.8% |
| All | -55.4% | +35.0% | -90.4% | -55.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling