+87.3%
CLSK vs STLD
+115.4%
-28.1%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.2% | +2.1% | +10.1% | +10.5% |
| 7D | -3.4% | -9.7% | +6.3% | +5.6% |
| 30D | -34.2% | -4.5% | -29.6% | -30.9% |
| 3M | -43.8% | -13.1% | -30.7% | -37.7% |
| 6M | -51.3% | -2.8% | -48.6% | -51.9% |
| YTD | -31.7% | +35.3% | -67.1% | -49.8% |
| 1Y | -55.6% | +51.4% | -107.0% | -70.4% |
| 3Y | +87.3% | +117.9% | -30.7% | +20.6% |
| All | +87.3% | +115.4% | -28.1% | +20.6% |
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 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