-60.8%
CLSK vs BB
+2.5%
-63.4%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.7% | +5.1% | +6.3% |
| 7D | +7.7% | -0.4% | +8.1% | +7.9% |
| 30D | +12.2% | -12.5% | +24.8% | +17.1% |
| 3M | -15.5% | -17.4% | +2.0% | -11.4% |
| 6M | +39.3% | +119.1% | -79.8% | +5.9% |
| YTD | +35.1% | +102.4% | -67.3% | +5.4% |
| 1Y | +34.0% | +98.2% | -64.2% | +4.6% |
| 3Y | +226.3% | +46.9% | +179.3% | +162.3% |
| 5Y | +6.4% | -26.4% | +32.8% | -4.1% |
| All | -60.8% | +2.5% | -63.4% | -65.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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