+205.5%
CLSK vs STRL
+513.3%
-307.8%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.1% | -1.5% | -2.5% |
| 7D | +1.7% | +5.4% | -3.6% | -1.0% |
| 30D | +11.1% | -9.0% | +20.1% | +16.5% |
| 3M | -14.1% | -37.1% | +23.0% | +7.3% |
| 6M | +32.9% | +17.8% | +15.1% | +6.2% |
| YTD | +26.5% | +58.3% | -31.8% | -15.8% |
| 1Y | +27.6% | +61.0% | -33.4% | -16.2% |
| All | +205.5% | +513.3% | -307.8% | -15.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling