-36.5%
CLSK vs OUST
-62.3%
+25.7%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.2% | +3.2% | +0.8% |
| 7D | +20.4% | +19.9% | +0.5% | +11.7% |
| 30D | -32.6% | +3.6% | -36.2% | -34.4% |
| 3M | -43.8% | -20.6% | -23.2% | -39.4% |
| 6M | -49.2% | +35.1% | -84.3% | -61.5% |
| YTD | -32.4% | +69.1% | -101.5% | -54.3% |
| 1Y | -48.7% | +49.9% | -98.6% | -63.0% |
| 3Y | +82.9% | +642.4% | -559.5% | -52.7% |
| 5Y | -68.1% | -48.3% | -19.8% | -76.0% |
| All | -36.5% | -62.3% | +25.7% | -49.5% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST 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 OUST 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