+226.3%
CLSK vs BTDR
+4.4%
+221.9%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +3.7% | +3.1% | +4.9% |
| 7D | +7.7% | -3.4% | +11.1% | +9.7% |
| 30D | +12.2% | +32.6% | -20.4% | -2.5% |
| 3M | -15.5% | -32.2% | +16.8% | +0.4% |
| 6M | +39.3% | +52.4% | -13.0% | +7.7% |
| YTD | +35.1% | +6.7% | +28.4% | +23.1% |
| 1Y | +34.0% | -15.2% | +49.3% | +30.5% |
| 3Y | +226.3% | +14.9% | +211.4% | +95.4% |
| All | +226.3% | +4.4% | +221.9% | +95.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 3y: compounded portfolio wealth divided by compounded BTDR 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…
3y analysis · Full analysis span regression · 6 months rolling