+216.9%
CLSK vs BAH
-31.4%
+248.3%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.5% |
| 7D | +17.2% | -1.3% | +18.5% | +17.7% |
| 30D | +14.6% | -6.6% | +21.2% | +16.8% |
| 3M | -16.8% | -7.2% | -9.7% | -15.3% |
| 6M | +38.2% | -10.0% | +48.2% | +41.9% |
| YTD | +31.2% | -12.5% | +43.7% | +36.3% |
| 1Y | +37.3% | -27.9% | +65.2% | +54.0% |
| All | +216.9% | -31.4% | +248.3% | +245.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling