-81.2%
CLSK vs STLD
+768.0%
-849.2%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +3.8% | -8.7% | -6.5% |
| 7D | -19.4% | -4.7% | -14.7% | -17.3% |
| 30D | -37.4% | -0.9% | -36.5% | -36.8% |
| 3M | -43.3% | -11.9% | -31.4% | -40.4% |
| 6M | -53.7% | +0.9% | -54.6% | -54.3% |
| YTD | -35.1% | +40.4% | -75.5% | -44.0% |
| 1Y | -56.3% | +56.6% | -112.9% | -63.8% |
| 3Y | +75.7% | +125.5% | -49.8% | +30.0% |
| 5Y | -67.7% | +292.8% | -360.5% | -79.0% |
| All | -81.2% | +768.0% | -849.2% | -90.1% |
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