-53.6%
BSX vs CLSK
-58.7%
+5.1%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -16.6% | +21.9% | +4.9% |
| 7D | +8.0% | -20.7% | +28.7% | +7.6% |
| 30D | +8.1% | -45.5% | +53.6% | +7.6% |
| 3M | -6.7% | -52.0% | +45.4% | -6.8% |
| 6M | -19.4% | -47.0% | +27.6% | -20.5% |
| YTD | -51.9% | -32.8% | -19.1% | -52.9% |
| 1Y | -53.6% | -58.1% | +4.4% | -54.3% |
| All | -53.6% | -58.7% | +5.1% | -54.3% |
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