-0.4%
CLSK vs STZ
-37.5%
+37.1%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.9% | -5.5% | -4.6% |
| 7D | +1.7% | -4.1% | +5.8% | +3.6% |
| 30D | +11.1% | -7.6% | +18.7% | +14.8% |
| 3M | -14.1% | -12.3% | -1.8% | -9.1% |
| 6M | +32.9% | -16.3% | +49.2% | +43.2% |
| YTD | +26.5% | -8.4% | +34.8% | +23.9% |
| 1Y | +27.6% | -10.8% | +38.4% | +27.4% |
| 3Y | +190.9% | -49.0% | +239.9% | +342.2% |
| 5Y | -0.4% | -36.5% | +36.1% | +14.5% |
| All | -0.4% | -37.5% | +37.1% | +14.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling