-60.8%
CLSK vs BAH
+158.5%
-219.3%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.3% | +6.5% | +6.7% |
| 7D | +7.7% | +4.3% | +3.5% | +6.5% |
| 30D | +12.2% | -2.5% | +14.7% | +12.6% |
| 3M | -15.5% | -0.9% | -14.5% | -16.2% |
| 6M | +39.3% | +1.5% | +37.9% | +36.9% |
| YTD | +35.1% | -8.0% | +43.0% | +36.5% |
| 1Y | +34.0% | -24.7% | +58.8% | +42.5% |
| 3Y | +226.3% | -28.4% | +254.7% | +253.3% |
| 5Y | +6.4% | +2.8% | +3.6% | +8.7% |
| All | -60.8% | +158.5% | -219.3% | -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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling