-61.4%
CLSK vs DD
+70.2%
-131.6%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.2% | +6.4% | +6.4% |
| 7D | +21.9% | -0.6% | +22.5% | +22.3% |
| 30D | +9.6% | -7.4% | +17.0% | +15.6% |
| 3M | -18.4% | -6.4% | -12.0% | -14.2% |
| 6M | +46.4% | -2.5% | +48.8% | +48.7% |
| YTD | +33.2% | +10.2% | +23.0% | +24.1% |
| 1Y | +47.0% | +36.9% | +10.1% | +17.5% |
| 3Y | +206.4% | +47.0% | +159.3% | +134.7% |
| 5Y | +5.4% | +63.1% | -57.8% | -22.2% |
| All | -61.4% | +70.2% | -131.6% | -75.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling