+17.7%
CLSK vs OUST
-62.4%
+80.2%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.7% | -0.8% | +0.2% |
| 7D | +8.8% | +5.2% | +3.6% | +6.7% |
| 30D | -6.0% | -19.3% | +13.3% | +2.4% |
| 3M | -24.4% | -22.6% | -1.7% | -22.4% |
| 6M | +19.0% | +62.8% | -43.7% | -16.9% |
| YTD | +25.4% | +68.3% | -43.0% | -13.5% |
| 1Y | +39.8% | +28.5% | +11.2% | +8.1% |
| 3Y | +177.7% | +554.0% | -376.4% | -24.1% |
| 5Y | -11.0% | -56.2% | +45.2% | -27.8% |
| All | +17.7% | -62.4% | +80.2% | -4.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling