+1,337.5%
STX vs CLSK
+191.6%
+1,146.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.6% | +1.0% | -2.2% |
| 7D | +8.0% | +1.7% | +6.2% | +7.8% |
| 30D | +5.1% | +11.1% | -6.0% | +3.5% |
| 3M | +5.8% | -14.1% | +19.8% | +7.2% |
| 6M | +124.9% | +32.9% | +92.0% | +117.8% |
| YTD | +213.9% | +26.5% | +187.4% | +203.0% |
| 1Y | +350.4% | +27.6% | +322.8% | +327.9% |
| All | +1,337.5% | +191.6% | +1,146.0% | +1,179.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling