-63.6%
CLSK vs STLD
+787.7%
-851.4%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.5% | +1.5% |
| 7D | +8.8% | +3.1% | +5.7% | +7.4% |
| 30D | -6.0% | -9.0% | +3.0% | -2.9% |
| 3M | -24.4% | -12.4% | -12.0% | -21.0% |
| 6M | +19.0% | +25.5% | -6.5% | +7.3% |
| YTD | +25.4% | +43.6% | -18.2% | +6.9% |
| 1Y | +39.8% | +87.2% | -47.4% | +7.8% |
| 3Y | +177.7% | +135.2% | +42.4% | +102.0% |
| 5Y | -11.0% | +290.9% | -301.9% | -42.7% |
| All | -63.6% | +787.7% | -851.4% | -81.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling