-60.8%
CLSK vs BDX
+63.0%
-123.8%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.8% | +6.0% | +6.8% |
| 7D | +7.7% | -3.2% | +10.9% | +7.9% |
| 30D | +12.2% | -2.5% | +14.8% | +12.3% |
| 3M | -15.5% | +21.4% | -36.9% | -16.8% |
| 6M | +39.3% | +10.4% | +28.9% | +38.3% |
| YTD | +35.1% | +18.8% | +16.2% | +33.2% |
| 1Y | +34.0% | +21.7% | +12.3% | +31.9% |
| 3Y | +226.3% | -10.0% | +236.2% | +222.6% |
| 5Y | +6.4% | -1.8% | +8.2% | +5.0% |
| All | -60.8% | +63.0% | -123.8% | -13.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 all: compounded portfolio wealth divided by compounded BDX 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…
all analysis · Full analysis span regression · 6 months rolling