-61.4%
CLSK vs BAH
+145.6%
-206.9%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.9% | +7.2% | +6.5% |
| 7D | +21.9% | -4.3% | +26.2% | +23.2% |
| 30D | +9.6% | -4.5% | +14.1% | +10.5% |
| 3M | -18.4% | -7.6% | -10.8% | -17.5% |
| 6M | +46.4% | -10.6% | +57.0% | +49.0% |
| YTD | +33.2% | -12.6% | +45.8% | +36.5% |
| 1Y | +47.0% | -27.0% | +74.0% | +57.6% |
| 3Y | +206.4% | -31.5% | +237.9% | +235.9% |
| 5Y | +5.4% | -3.8% | +9.2% | +9.2% |
| All | -61.4% | +145.6% | -206.9% | -61.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded BAH 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling