-60.8%
CLSK vs BAX
-39.8%
-21.1%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -1.6% | +8.4% | +7.4% |
| 7D | +7.7% | -7.9% | +15.6% | +11.1% |
| 30D | +12.2% | -11.7% | +23.9% | +17.5% |
| 3M | -15.5% | +16.2% | -31.7% | -21.8% |
| 6M | +39.3% | +32.0% | +7.4% | +21.6% |
| YTD | +35.1% | +24.7% | +10.4% | +17.7% |
| 1Y | +34.0% | -2.6% | +36.6% | +29.8% |
| 3Y | +226.3% | -35.0% | +261.2% | +270.3% |
| 5Y | +6.4% | -67.6% | +73.9% | +58.8% |
| All | -60.8% | -39.8% | -21.1% | +0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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