-60.8%
CLSK vs BN
+261.7%
-322.6%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.4% | +6.4% | +6.4% |
| 7D | +7.7% | -5.2% | +12.9% | +12.2% |
| 30D | +12.2% | -14.5% | +26.7% | +26.5% |
| 3M | -15.5% | -15.0% | -0.5% | -4.4% |
| 6M | +39.3% | -5.4% | +44.8% | +45.6% |
| YTD | +35.1% | -16.4% | +51.5% | +55.7% |
| 1Y | +34.0% | -16.2% | +50.3% | +56.1% |
| 3Y | +226.3% | +67.5% | +158.7% | +151.8% |
| 5Y | +6.4% | +34.1% | -27.7% | -5.8% |
| All | -60.8% | +261.7% | -322.6% | -64.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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