-63.6%
CLSK vs STT
+235.8%
-299.4%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.8% |
| 7D | +8.8% | +0.5% | +8.4% | +8.7% |
| 30D | -6.0% | +3.9% | -9.9% | -8.4% |
| 3M | -24.4% | +20.0% | -44.3% | -32.7% |
| 6M | +19.0% | +55.3% | -36.3% | -10.8% |
| YTD | +25.4% | +53.3% | -27.9% | -5.3% |
| 1Y | +39.8% | +74.7% | -34.9% | -2.1% |
| 3Y | +177.7% | +205.8% | -28.1% | +43.2% |
| 5Y | -11.0% | +145.0% | -156.0% | -48.1% |
| All | -63.6% | +235.8% | -299.4% | -78.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling