+206.4%
CLSK vs STLD
+141.4%
+64.9%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.7% | +6.9% | +6.8% |
| 7D | +21.9% | +2.7% | +19.2% | +19.1% |
| 30D | +9.6% | -8.4% | +18.0% | +16.1% |
| 3M | -18.4% | -9.9% | -8.5% | -13.5% |
| 6M | +46.4% | +33.0% | +13.3% | +9.6% |
| YTD | +33.2% | +42.6% | -9.4% | -6.5% |
| 1Y | +47.0% | +80.8% | -33.8% | -16.0% |
| 3Y | +206.4% | +143.4% | +62.9% | +41.7% |
| All | +206.4% | +141.4% | +64.9% | +41.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling