+96.5%
STM vs CLSK
-58.7%
+155.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -16.6% | +10.5% | -1.9% |
| 7D | -6.0% | -20.7% | +14.7% | -0.9% |
| 30D | -20.9% | -45.5% | +24.6% | -9.0% |
| 3M | -15.8% | -52.0% | +36.3% | -0.9% |
| 6M | -17.0% | -47.0% | +29.9% | -5.3% |
| YTD | +76.8% | -32.8% | +109.6% | +91.6% |
| 1Y | +96.5% | -58.1% | +154.6% | +119.2% |
| All | +96.5% | -58.7% | +155.2% | +119.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CLSK.
Daily Out/Under-Performance
Portfolio return minus CLSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLSK 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 CLSK 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