-44.5%
CLSK vs STRL
-22.7%
-21.8%
-69.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.1% | +0.3% | -1.2% |
| 7D | +8.0% | +15.7% | -7.7% | +0.3% |
| 30D | -27.9% | -35.5% | +7.6% | -10.6% |
| 3M | -42.3% | -47.1% | +4.9% | -22.0% |
| 6M | -50.0% | -65.8% | +15.8% | -22.0% |
| YTD | -34.3% | -4.5% | -29.8% | -43.9% |
| 1Y | -44.5% | -10.5% | -34.0% | -50.0% |
| All | -44.5% | -22.7% | -21.8% | -50.0% |
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