+98.8%
STM vs CLSK
+27.9%
+71.0%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.6% | +2.0% | -0.9% |
| 7D | -1.1% | +1.7% | -2.8% | -1.4% |
| 30D | -7.8% | +11.1% | -18.9% | -10.1% |
| 3M | -28.2% | -14.1% | -14.1% | -27.1% |
| 6M | +52.0% | +32.9% | +19.1% | +43.9% |
| YTD | +96.4% | +26.5% | +69.9% | +85.4% |
| 1Y | +98.8% | +27.6% | +71.2% | +78.2% |
| All | +98.8% | +27.9% | +71.0% | +78.2% |
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