+3,132.6%
STX vs CLSK
-60.8%
+3,193.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +6.8% | -10.5% | -3.9% |
| 7D | -2.3% | +7.7% | -10.0% | -2.4% |
| 30D | -5.5% | +12.2% | -17.7% | -5.8% |
| 3M | -4.3% | -15.5% | +11.2% | -4.0% |
| 6M | +115.6% | +39.3% | +76.3% | +114.0% |
| YTD | +202.2% | +35.1% | +167.1% | +199.7% |
| 1Y | +325.3% | +34.0% | +291.3% | +320.9% |
| 3Y | +1,283.9% | +226.3% | +1,057.7% | +1,237.8% |
| 5Y | +1,048.3% | +6.4% | +1,041.9% | +1,008.9% |
| All | +3,132.6% | -60.8% | +3,193.4% | +3,110.5% |
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