-80.9%
CLSK vs STLA
-4.1%
-76.8%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.0% | -1.7% | -2.3% |
| 7D | +8.0% | -13.8% | +21.7% | +15.1% |
| 30D | -27.9% | -10.5% | -17.4% | -25.1% |
| 3M | -42.3% | -28.9% | -13.4% | -34.2% |
| 6M | -50.0% | -49.7% | -0.3% | -33.4% |
| YTD | -34.3% | -64.9% | +30.6% | -0.8% |
| 1Y | -44.5% | -64.0% | +19.5% | -17.8% |
| 3Y | +74.5% | -77.4% | +152.0% | +225.7% |
| 5Y | -69.0% | -74.4% | +5.5% | -46.2% |
| All | -80.9% | -4.1% | -76.8% | -75.4% |
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 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