-16.6%
BX vs CLSK
+35.0%
-51.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -1.2% |
| 7D | -4.4% | +8.8% | -13.2% | -5.1% |
| 30D | +0.1% | -6.0% | +6.1% | +0.4% |
| 3M | +16.0% | -24.4% | +40.4% | +18.4% |
| 6M | +21.6% | +19.0% | +2.6% | +16.6% |
| YTD | -8.9% | +25.4% | -34.3% | -13.6% |
| 1Y | -16.6% | +39.8% | -56.4% | -22.6% |
| All | -16.6% | +35.0% | -51.6% | -22.6% |
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