+226.3%
CLSK vs DG
+4.6%
+221.6%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.3% | +5.5% | +6.6% |
| 7D | +7.7% | -6.5% | +14.2% | +8.6% |
| 30D | +12.2% | +4.2% | +8.1% | +11.4% |
| 3M | -15.5% | +9.5% | -25.0% | -17.3% |
| 6M | +39.3% | -13.1% | +52.5% | +41.0% |
| YTD | +35.1% | -4.8% | +39.9% | +35.4% |
| 1Y | +34.0% | +20.6% | +13.4% | +30.6% |
| 3Y | +226.3% | +4.9% | +221.3% | +187.0% |
| All | +226.3% | +4.6% | +221.6% | +187.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling