-60.8%
CLSK vs DLR
+192.6%
-253.4%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.7% | +5.1% | +6.0% |
| 7D | +7.7% | +0.1% | +7.6% | +7.8% |
| 30D | +12.2% | -4.3% | +16.5% | +15.0% |
| 3M | -15.5% | +3.8% | -19.3% | -16.5% |
| 6M | +39.3% | +5.8% | +33.5% | +37.0% |
| YTD | +35.1% | +23.5% | +11.5% | +24.8% |
| 1Y | +34.0% | +11.1% | +22.9% | +29.8% |
| 3Y | +226.3% | +57.9% | +168.4% | +183.7% |
| 5Y | +6.4% | +44.0% | -37.6% | -12.5% |
| All | -60.8% | +192.6% | -253.4% | -77.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 DLR 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