-58.1%
CLSK vs STRL
-30.1%
-28.0%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -21.5% | +4.9% | -6.0% |
| 7D | -20.7% | -27.1% | +6.3% | -7.3% |
| 30D | -45.5% | -45.8% | +0.3% | -27.0% |
| 3M | -52.0% | -47.6% | -4.4% | -34.7% |
| 6M | -47.0% | -46.4% | -0.5% | -32.1% |
| YTD | -32.8% | -7.4% | -25.4% | -42.1% |
| 1Y | -58.1% | -25.9% | -32.2% | -57.0% |
| All | -58.1% | -30.1% | -28.0% | -57.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 1y: compounded portfolio wealth divided by compounded STRL 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…
1y analysis · Full analysis span regression · 6 months rolling