-80.2%
CLSK vs STLD
+778.6%
-858.8%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +1.2% | +4.0% | +4.7% |
| 7D | +1.6% | -0.5% | +2.1% | +2.2% |
| 30D | -32.9% | -0.1% | -32.8% | -32.5% |
| 3M | -40.0% | -9.2% | -30.9% | -37.8% |
| 6M | -51.7% | +1.8% | -53.4% | -52.5% |
| YTD | -31.7% | +42.1% | -73.9% | -41.3% |
| 1Y | -50.8% | +58.5% | -109.3% | -59.5% |
| 3Y | +84.8% | +128.2% | -43.5% | +36.1% |
| 5Y | -67.8% | +288.2% | -356.1% | -79.1% |
| All | -80.2% | +778.6% | -858.8% | -89.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 10y: compounded portfolio wealth divided by compounded STLD 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…
10y analysis · Full analysis span regression · 6 months rolling