+216.9%
CLSK vs STLA
-66.8%
+283.8%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.9% | +0.4% | -0.6% |
| 7D | +17.2% | +0.4% | +16.8% | +17.0% |
| 30D | +14.6% | -5.2% | +19.8% | +16.9% |
| 3M | -16.8% | -24.9% | +8.0% | -5.0% |
| 6M | +38.2% | -25.2% | +63.4% | +57.6% |
| YTD | +31.2% | -51.4% | +82.6% | +83.6% |
| 1Y | +37.3% | -40.7% | +78.0% | +59.7% |
| All | +216.9% | -66.8% | +283.8% | +535.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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