-60.8%
CLSK vs BHP
+396.7%
-457.5%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -0.2% | +7.0% | +6.9% |
| 7D | +7.7% | -3.6% | +11.3% | +10.4% |
| 30D | +12.2% | -1.2% | +13.4% | +13.1% |
| 3M | -15.5% | +1.2% | -16.7% | -16.0% |
| 6M | +39.3% | +21.4% | +17.9% | +24.0% |
| YTD | +35.1% | +50.4% | -15.3% | +6.3% |
| 1Y | +34.0% | +67.5% | -33.5% | -0.9% |
| 3Y | +226.3% | +72.8% | +153.4% | +142.2% |
| 5Y | +6.4% | +112.6% | -106.2% | -26.9% |
| All | -60.8% | +396.7% | -457.5% | -79.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BHP.
Daily Out/Under-Performance
Portfolio return minus BHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BHP 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 10y: compounded portfolio wealth divided by compounded BHP 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…
10y analysis · Full analysis span regression · 6 months rolling