+34.0%
CLSK vs STZ
-11.8%
+45.8%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -1.1% | +7.9% | +6.7% |
| 7D | +7.7% | -4.5% | +12.2% | +7.5% |
| 30D | +12.2% | -8.6% | +20.8% | +11.8% |
| 3M | -15.5% | -13.8% | -1.7% | -14.8% |
| 6M | +39.3% | -17.2% | +56.5% | +41.1% |
| YTD | +35.1% | -9.4% | +44.4% | +21.4% |
| 1Y | +34.0% | -11.9% | +45.9% | +29.0% |
| All | +34.0% | -11.8% | +45.8% | +29.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 1y: compounded portfolio wealth divided by compounded STZ 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…
1y analysis · Full analysis span regression · 6 months rolling