-60.8%
CLSK vs DGX
+235.1%
-296.0%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.7% | +5.1% | +6.3% |
| 7D | +7.7% | -0.9% | +8.6% | +8.1% |
| 30D | +12.2% | -1.2% | +13.4% | +12.7% |
| 3M | -15.5% | +15.8% | -31.2% | -20.0% |
| 6M | +39.3% | +18.2% | +21.2% | +30.5% |
| YTD | +35.1% | +37.2% | -2.1% | +19.0% |
| 1Y | +34.0% | +30.4% | +3.7% | +20.2% |
| 3Y | +226.3% | +96.7% | +129.5% | +147.9% |
| 5Y | +6.4% | +67.2% | -60.8% | -15.4% |
| All | -60.8% | +235.1% | -296.0% | -52.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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