-65.7%
CLSK vs BRO
-4.7%
-61.1%
-69.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.5% | +0.7% | -17.1% | -15.9% |
| 7D | -30.7% | +9.9% | -40.7% | -24.0% |
| 30D | -53.8% | +22.3% | -76.1% | -44.2% |
| 3M | -57.9% | +5.3% | -63.3% | -54.2% |
| 6M | -57.6% | +30.3% | -88.0% | -49.1% |
| YTD | -43.9% | -5.7% | -38.1% | -40.7% |
| 1Y | -65.7% | -3.5% | -62.3% | -63.6% |
| All | -65.7% | -4.7% | -61.1% | -63.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 1y: compounded portfolio wealth divided by compounded BRO 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…
1y analysis · Full analysis span regression · 6 months rolling