-60.8%
CLSK vs BLDR
+471.1%
-532.0%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.4% | +4.4% | +5.8% |
| 7D | +7.7% | -8.2% | +16.0% | +11.4% |
| 30D | +12.2% | -16.6% | +28.9% | +20.1% |
| 3M | -15.5% | -23.2% | +7.7% | -8.0% |
| 6M | +39.3% | -33.7% | +73.1% | +61.0% |
| YTD | +35.1% | -41.3% | +76.4% | +62.3% |
| 1Y | +34.0% | -58.8% | +92.8% | +86.0% |
| 3Y | +226.3% | -57.5% | +283.7% | +345.1% |
| 5Y | +6.4% | +12.9% | -6.5% | +11.7% |
| All | -60.8% | +471.1% | -532.0% | -66.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 BLDR 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