+24.5%
BX vs CLSK
+211.4%
-186.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +6.8% | -4.3% | +1.6% |
| 7D | -5.6% | +7.7% | -13.3% | -6.5% |
| 30D | -12.2% | +12.2% | -24.5% | -13.8% |
| 3M | +7.4% | -15.5% | +22.9% | +8.2% |
| 6M | +22.2% | +39.3% | -17.2% | +14.3% |
| YTD | -14.0% | +35.1% | -49.1% | -20.1% |
| 1Y | -27.3% | +34.0% | -61.3% | -34.0% |
| 3Y | +24.5% | +226.3% | -201.7% | -11.9% |
| All | +24.5% | +211.4% | -186.8% | -11.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling