+101.2%
BSX vs CLSK
-60.8%
+162.0%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +6.8% | -7.1% | -0.3% |
| 7D | -10.1% | +7.7% | -17.8% | -10.2% |
| 30D | -16.4% | +12.2% | -28.6% | -16.5% |
| 3M | -8.9% | -15.5% | +6.6% | -8.8% |
| 6M | -38.3% | +39.3% | -77.6% | -38.6% |
| YTD | -54.9% | +35.1% | -90.0% | -55.2% |
| 1Y | -58.8% | +34.0% | -92.8% | -59.1% |
| 3Y | -21.2% | +226.3% | -247.5% | -23.2% |
| 5Y | -3.3% | +6.4% | -9.7% | -5.8% |
| All | +101.2% | -60.8% | +162.0% | +98.7% |
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