-63.3%
CLSK vs STRL
+6,053.0%
-6,116.4%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.1% | -1.5% | -2.8% |
| 7D | +1.7% | +5.4% | -3.6% | -0.4% |
| 30D | +11.1% | -9.0% | +20.1% | +15.5% |
| 3M | -14.1% | -37.1% | +23.0% | +3.0% |
| 6M | +32.9% | +17.8% | +15.1% | +15.8% |
| YTD | +26.5% | +58.3% | -31.8% | -2.2% |
| 1Y | +27.6% | +61.0% | -33.4% | -1.7% |
| 3Y | +190.9% | +517.8% | -326.9% | +33.4% |
| 5Y | -0.4% | +2,119.0% | -2,119.4% | -68.1% |
| All | -63.3% | +6,053.0% | -6,116.4% | -90.0% |
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 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