-63.6%
CLSK vs STRL
+6,073.7%
-6,137.4%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.8% | -4.9% | -1.5% |
| 7D | +8.8% | +3.4% | +5.4% | +7.4% |
| 30D | -6.0% | -9.2% | +3.2% | -2.3% |
| 3M | -24.4% | -51.0% | +26.7% | -0.2% |
| 6M | +19.0% | +15.8% | +3.3% | +4.5% |
| YTD | +25.4% | +58.9% | -33.5% | -3.3% |
| 1Y | +39.8% | +68.5% | -28.8% | +5.7% |
| 3Y | +177.7% | +485.2% | -307.5% | +29.3% |
| 5Y | -11.0% | +2,005.1% | -2,016.1% | -71.3% |
| All | -63.6% | +6,073.7% | -6,137.4% | -90.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling