-63.6%
CLSK vs STZ
-0.9%
-62.7%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.1% |
| 7D | +8.8% | -1.9% | +10.8% | +9.6% |
| 30D | -6.0% | -1.9% | -4.1% | -5.7% |
| 3M | -24.4% | -6.2% | -18.1% | -23.2% |
| 6M | +19.0% | -14.0% | +33.1% | +24.8% |
| YTD | +25.4% | -5.1% | +30.5% | +24.0% |
| 1Y | +39.8% | -9.6% | +49.3% | +41.1% |
| 3Y | +177.7% | -47.2% | +224.9% | +251.2% |
| 5Y | -11.0% | -33.6% | +22.6% | +5.5% |
| All | -63.6% | -0.9% | -62.7% | -64.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling