+6.0%
CLSK vs DD
+56.1%
-50.1%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -0.3% | +7.1% | +7.1% |
| 7D | +7.7% | -3.5% | +11.2% | +11.5% |
| 30D | +12.2% | -11.7% | +23.9% | +26.7% |
| 3M | -15.5% | -9.2% | -6.2% | -7.1% |
| 6M | +39.3% | -7.2% | +46.5% | +48.5% |
| YTD | +35.1% | +6.6% | +28.5% | +24.2% |
| 1Y | +34.0% | +32.0% | +2.0% | -1.8% |
| 3Y | +226.3% | +42.1% | +184.1% | +116.0% |
| All | +6.0% | +56.1% | -50.1% | -34.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling