-60.8%
CLSK vs BIIB
-32.8%
-28.0%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.8% | +6.0% | +6.6% |
| 7D | +7.7% | -1.7% | +9.4% | +8.0% |
| 30D | +12.2% | +4.0% | +8.3% | +11.1% |
| 3M | -15.5% | +8.6% | -24.1% | -17.9% |
| 6M | +39.3% | +14.0% | +25.3% | +33.1% |
| YTD | +35.1% | +23.4% | +11.7% | +26.2% |
| 1Y | +34.0% | +45.9% | -11.9% | +19.5% |
| 3Y | +226.3% | -16.1% | +242.4% | +229.5% |
| 5Y | +6.4% | -27.6% | +34.0% | +8.2% |
| All | -60.8% | -32.8% | -28.0% | -46.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BIIB.
Daily Out/Under-Performance
Portfolio return minus BIIB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIIB 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 BIIB 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