+74.5%
CLSK vs OUST
+594.6%
-520.1%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -8.5% | +5.7% | +0.6% |
| 7D | +8.0% | -3.8% | +11.7% | +9.6% |
| 30D | -27.9% | +5.1% | -33.0% | -30.1% |
| 3M | -42.3% | -25.8% | -16.5% | -36.4% |
| 6M | -50.0% | -2.0% | -48.0% | -55.0% |
| YTD | -34.3% | +54.7% | -89.0% | -53.0% |
| 1Y | -44.5% | +48.8% | -93.3% | -59.3% |
| 3Y | +74.5% | +607.8% | -533.3% | -48.8% |
| All | +74.5% | +594.6% | -520.1% | -48.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling