-2.6%
CLSK vs BTDR
+19.6%
-22.2%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +3.7% | +3.1% | +5.2% |
| 7D | +7.7% | -3.4% | +11.1% | +9.4% |
| 30D | +12.2% | +32.6% | -20.4% | -0.5% |
| 3M | -15.5% | -32.2% | +16.8% | -1.7% |
| 6M | +39.3% | +52.4% | -13.0% | +12.9% |
| YTD | +35.1% | +6.7% | +28.4% | +26.1% |
| 1Y | +34.0% | -15.2% | +49.3% | +33.4% |
| 3Y | +226.3% | +14.9% | +211.4% | +135.9% |
| 5Y | +6.4% | +20.8% | -14.4% | -40.3% |
| All | -2.6% | +19.6% | -22.2% | -45.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling