-60.8%
CLSK vs BNS
+190.5%
-251.3%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.7% | +6.1% | +6.2% |
| 7D | +7.7% | -0.4% | +8.1% | +8.0% |
| 30D | +12.2% | +3.5% | +8.8% | +9.0% |
| 3M | -15.5% | +14.1% | -29.5% | -24.1% |
| 6M | +39.3% | +33.8% | +5.6% | +10.0% |
| YTD | +35.1% | +29.5% | +5.6% | +9.9% |
| 1Y | +34.0% | +48.4% | -14.4% | -2.4% |
| 3Y | +226.3% | +129.6% | +96.7% | +73.2% |
| 5Y | +6.4% | +96.1% | -89.7% | -35.2% |
| All | -60.8% | +190.5% | -251.3% | -72.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 BNS 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