-61.4%
CLSK vs BP
+133.2%
-194.5%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +2.4% | +3.8% | +5.4% |
| 7D | +21.9% | +0.9% | +21.0% | +21.5% |
| 30D | +9.6% | +9.1% | +0.5% | +6.1% |
| 3M | -18.4% | +3.9% | -22.3% | -20.0% |
| 6M | +46.4% | +13.6% | +32.7% | +37.1% |
| YTD | +33.2% | +34.0% | -0.8% | +17.5% |
| 1Y | +47.0% | +39.2% | +7.8% | +27.7% |
| 3Y | +206.4% | +36.4% | +169.9% | +166.3% |
| 5Y | +5.4% | +135.8% | -130.4% | -22.3% |
| All | -61.4% | +133.2% | -194.5% | -57.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling