-60.8%
CLSK vs DG
+83.0%
-143.9%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.3% | +5.5% | +6.6% |
| 7D | +7.7% | -6.5% | +14.2% | +9.0% |
| 30D | +12.2% | +4.2% | +8.1% | +11.2% |
| 3M | -15.5% | +9.5% | -25.0% | -17.6% |
| 6M | +39.3% | -13.1% | +52.5% | +42.0% |
| YTD | +35.1% | -4.8% | +39.9% | +35.5% |
| 1Y | +34.0% | +20.6% | +13.4% | +28.6% |
| 3Y | +226.3% | +4.9% | +221.3% | +214.5% |
| 5Y | +6.4% | -37.9% | +44.2% | +16.3% |
| All | -60.8% | +83.0% | -143.9% | -54.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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