-60.8%
CLSK vs BP
+139.5%
-200.3%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | 0.0% | +6.8% | +6.8% |
| 7D | +7.7% | +5.2% | +2.5% | +5.8% |
| 30D | +12.2% | +8.7% | +3.5% | +8.9% |
| 3M | -15.5% | +9.3% | -24.8% | -18.6% |
| 6M | +39.3% | +13.6% | +25.8% | +30.7% |
| YTD | +35.1% | +37.7% | -2.6% | +18.0% |
| 1Y | +34.0% | +40.6% | -6.6% | +16.0% |
| 3Y | +226.3% | +40.3% | +185.9% | +180.7% |
| 5Y | +6.4% | +141.4% | -135.0% | -22.3% |
| All | -60.8% | +139.5% | -200.3% | -57.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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