+21.1%
STM vs CLSK
+2.1%
+19.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.6% |
| 7D | +1.7% | +17.2% | -15.6% | -1.2% |
| 30D | -5.2% | +14.6% | -19.7% | -7.8% |
| 3M | -29.6% | -16.8% | -12.8% | -28.1% |
| 6M | +54.4% | +38.2% | +16.2% | +44.2% |
| YTD | +99.5% | +31.2% | +68.3% | +85.2% |
| 1Y | +100.8% | +37.3% | +63.4% | +79.4% |
| 3Y | +20.2% | +201.8% | -181.7% | -22.3% |
| 5Y | +21.1% | -1.6% | +22.7% | -16.1% |
| All | +21.1% | +2.1% | +19.0% | -16.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling