+526.5%
STM vs CLSK
-63.6%
+590.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +1.0% | +1.8% |
| 7D | +5.8% | +8.8% | -3.0% | +5.5% |
| 30D | -1.0% | -6.0% | +5.0% | -0.9% |
| 3M | -33.3% | -24.4% | -8.9% | -32.7% |
| 6M | +57.4% | +19.0% | +38.3% | +56.2% |
| YTD | +102.2% | +25.4% | +76.8% | +100.0% |
| 1Y | +99.6% | +39.8% | +59.8% | +96.0% |
| 3Y | +14.5% | +177.7% | -163.2% | +9.0% |
| 5Y | +21.4% | -11.0% | +32.4% | +15.7% |
| All | +526.5% | -63.6% | +590.1% | +458.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling