-80.9%
CLSK vs STRL
+3,610.5%
-3,691.5%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.1% | +0.3% | -1.5% |
| 7D | +8.0% | +15.7% | -7.7% | +1.5% |
| 30D | -27.9% | -35.5% | +7.6% | -12.3% |
| 3M | -42.3% | -47.1% | +4.9% | -23.8% |
| 6M | -50.0% | -65.8% | +15.8% | -22.7% |
| YTD | -34.3% | -4.5% | -29.8% | -36.4% |
| 1Y | -44.5% | -10.5% | -34.0% | -45.0% |
| 3Y | +74.5% | +340.6% | -266.1% | -4.4% |
| 5Y | -69.0% | +911.0% | -980.0% | -86.9% |
| All | -80.9% | +3,610.5% | -3,691.5% | -93.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling