+3,421.6%
STX vs CLSK
-61.4%
+3,482.9%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +6.2% | +0.3% | +6.3% |
| 7D | +10.7% | +21.9% | -11.1% | +10.2% |
| 30D | +11.3% | +9.6% | +1.7% | +11.0% |
| 3M | +3.2% | -18.4% | +21.6% | +3.6% |
| 6M | +157.0% | +46.4% | +110.6% | +154.9% |
| YTD | +229.2% | +33.2% | +196.0% | +226.6% |
| 1Y | +381.8% | +47.0% | +334.8% | +376.2% |
| 3Y | +1,383.2% | +206.4% | +1,176.8% | +1,335.2% |
| 5Y | +1,144.9% | +5.4% | +1,139.5% | +1,102.6% |
| All | +3,421.6% | -61.4% | +3,482.9% | +3,399.0% |
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