-60.8%
CLSK vs DD
+64.6%
-125.5%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -0.3% | +7.1% | +7.0% |
| 7D | +7.7% | -3.5% | +11.2% | +10.4% |
| 30D | +12.2% | -11.7% | +23.9% | +22.3% |
| 3M | -15.5% | -9.2% | -6.2% | -9.4% |
| 6M | +39.3% | -7.2% | +46.5% | +46.6% |
| YTD | +35.1% | +6.6% | +28.5% | +28.9% |
| 1Y | +34.0% | +32.0% | +2.0% | +10.0% |
| 3Y | +226.3% | +42.1% | +184.1% | +155.9% |
| 5Y | +6.4% | +58.1% | -51.7% | -19.7% |
| All | -60.8% | +64.6% | -125.5% | -75.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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