-0.4%
CLSK vs STLA
-63.7%
+63.3%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.2% | -3.4% | -3.5% |
| 7D | +1.7% | -3.8% | +5.6% | +4.2% |
| 30D | +11.1% | -3.1% | +14.2% | +12.3% |
| 3M | -14.1% | -19.6% | +5.5% | -2.9% |
| 6M | +32.9% | -23.5% | +56.4% | +54.3% |
| YTD | +26.5% | -51.5% | +78.0% | +91.0% |
| 1Y | +27.6% | -39.7% | +67.3% | +53.8% |
| 3Y | +190.9% | -66.3% | +257.2% | +485.1% |
| 5Y | -0.4% | -63.1% | +62.8% | +64.7% |
| All | -0.4% | -63.7% | +63.3% | +64.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling