+508.5%
STM vs CLSK
-63.3%
+571.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.6% | +2.0% | -1.5% |
| 7D | -1.1% | +1.7% | -2.8% | -1.1% |
| 30D | -7.8% | +11.1% | -18.9% | -8.2% |
| 3M | -28.2% | -14.1% | -14.1% | -28.0% |
| 6M | +52.0% | +32.9% | +19.1% | +50.4% |
| YTD | +96.4% | +26.5% | +69.9% | +94.2% |
| 1Y | +98.8% | +27.6% | +71.2% | +95.8% |
| 3Y | +18.3% | +190.9% | -172.6% | +12.4% |
| 5Y | +17.7% | -0.4% | +18.1% | +12.1% |
| All | +508.5% | -63.3% | +571.8% | +442.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling