-60.8%
CLSK vs STT
+234.3%
-295.1%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.1% | +5.7% | +6.1% |
| 7D | +7.7% | -0.4% | +8.2% | +8.0% |
| 30D | +12.2% | +1.7% | +10.5% | +10.9% |
| 3M | -15.5% | +17.9% | -33.4% | -24.0% |
| 6M | +39.3% | +55.3% | -15.9% | +4.3% |
| YTD | +35.1% | +52.7% | -17.6% | +2.4% |
| 1Y | +34.0% | +75.7% | -41.6% | -6.4% |
| 3Y | +226.3% | +197.9% | +28.3% | +70.9% |
| 5Y | +6.4% | +158.8% | -152.4% | -39.0% |
| All | -60.8% | +234.3% | -295.1% | -76.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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