+3.3%
CLSK vs STRL
+2,094.8%
-2,091.5%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.4% | -0.1% | -0.7% |
| 7D | +17.2% | +8.2% | +9.0% | +12.1% |
| 30D | +14.6% | -6.3% | +20.9% | +18.7% |
| 3M | -16.8% | -41.2% | +24.4% | +10.1% |
| 6M | +38.2% | +20.4% | +17.8% | +5.8% |
| YTD | +31.2% | +61.7% | -30.5% | -17.4% |
| 1Y | +37.3% | +72.7% | -35.4% | -17.9% |
| 3Y | +201.8% | +530.9% | -329.1% | -33.6% |
| All | +3.3% | +2,094.8% | -2,091.5% | -92.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling