+6.0%
CLSK vs DG
-37.9%
+43.9%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.3% | +5.5% | +6.5% |
| 7D | +7.7% | -6.5% | +14.2% | +9.4% |
| 30D | +12.2% | +4.2% | +8.1% | +10.8% |
| 3M | -15.5% | +9.5% | -25.0% | -18.4% |
| 6M | +39.3% | -13.1% | +52.5% | +43.0% |
| YTD | +35.1% | -4.8% | +39.9% | +35.6% |
| 1Y | +34.0% | +20.6% | +13.4% | +26.5% |
| 3Y | +226.3% | +4.9% | +221.3% | +208.1% |
| All | +6.0% | -37.9% | +43.9% | +29.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling