+670.5%
BX vs CLSK
-60.8%
+731.3%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +6.8% | -4.3% | +2.3% |
| 7D | -5.6% | +7.7% | -13.3% | -5.8% |
| 30D | -12.2% | +12.2% | -24.5% | -12.6% |
| 3M | +7.4% | -15.5% | +22.9% | +7.6% |
| 6M | +22.2% | +39.3% | -17.2% | +20.3% |
| YTD | -14.0% | +35.1% | -49.1% | -15.4% |
| 1Y | -27.3% | +34.0% | -61.3% | -28.8% |
| 3Y | +24.5% | +226.3% | -201.7% | +17.3% |
| 5Y | +18.9% | +6.4% | +12.5% | +12.2% |
| All | +670.5% | -60.8% | +731.3% | +612.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling