+70.7%
CLSK vs BTSG
+389.4%
-318.8%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.5% | +5.3% | +6.1% |
| 7D | +7.7% | -3.3% | +11.0% | +9.4% |
| 30D | +12.2% | -1.6% | +13.8% | +12.8% |
| 3M | -15.5% | -6.9% | -8.6% | -13.3% |
| 6M | +39.3% | +42.1% | -2.8% | +18.5% |
| YTD | +35.1% | +56.8% | -21.7% | +9.6% |
| 1Y | +34.0% | +109.8% | -75.8% | -3.4% |
| All | +70.7% | +389.4% | -318.8% | +8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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