-42.9%
CLSK vs OUST
-64.1%
+21.3%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +14.0% | -5.6% | +2.6% |
| 7D | -19.7% | +17.0% | -36.7% | -25.9% |
| 30D | -46.5% | -16.5% | -30.0% | -43.1% |
| 3M | -51.7% | -23.7% | -28.0% | -47.1% |
| 6M | -57.5% | +18.4% | -75.9% | -66.2% |
| YTD | -39.1% | +60.8% | -99.9% | -58.0% |
| 1Y | -60.0% | +44.2% | -104.2% | -70.8% |
| 3Y | +42.9% | +668.1% | -625.2% | -64.1% |
| 5Y | -69.9% | -48.8% | -21.1% | -77.4% |
| All | -42.9% | -64.1% | +21.3% | -53.7% |
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