-61.4%
CLSK vs STLA
+35.3%
-96.7%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -3.1% | +9.3% | +7.6% |
| 7D | +21.9% | +0.7% | +21.1% | +21.5% |
| 30D | +9.6% | -2.4% | +11.9% | +10.0% |
| 3M | -18.4% | -23.9% | +5.5% | -8.7% |
| 6M | +46.4% | -24.6% | +71.0% | +64.1% |
| YTD | +33.2% | -50.5% | +83.7% | +74.9% |
| 1Y | +47.0% | -39.8% | +86.8% | +71.8% |
| 3Y | +206.4% | -65.6% | +272.0% | +381.4% |
| 5Y | +5.4% | -62.1% | +67.5% | +57.4% |
| All | -61.4% | +35.3% | -96.7% | -56.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling