+74.5%
CLSK vs STT
+182.6%
-108.1%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.1% | -2.6% | -2.6% |
| 7D | +8.0% | +4.8% | +3.2% | +1.7% |
| 30D | -27.9% | +3.9% | -31.8% | -30.8% |
| 3M | -42.3% | -8.2% | -34.1% | -34.9% |
| 6M | -50.0% | +15.6% | -65.6% | -58.0% |
| YTD | -34.3% | +37.6% | -71.9% | -56.7% |
| 1Y | -44.5% | +50.1% | -94.6% | -67.5% |
| 3Y | +74.5% | +183.1% | -108.5% | -48.2% |
| All | +74.5% | +182.6% | -108.1% | -48.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling