+673.8%
BX vs CLSK
-61.9%
+735.8%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.5% | -2.2% | -3.6% |
| 7D | -5.7% | +17.2% | -22.9% | -6.2% |
| 30D | -8.9% | +14.6% | -23.5% | -9.4% |
| 3M | +8.4% | -16.8% | +25.2% | +8.6% |
| 6M | +18.9% | +38.2% | -19.3% | +17.2% |
| YTD | -13.6% | +31.2% | -44.9% | -15.0% |
| 1Y | -22.4% | +37.3% | -59.8% | -24.1% |
| 3Y | +26.0% | +201.8% | -175.8% | +18.9% |
| 5Y | +18.8% | -1.6% | +20.3% | +12.3% |
| All | +673.8% | -61.9% | +735.8% | +615.8% |
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