+205.5%
CLSK vs DLR
+55.5%
+150.0%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.0% | -1.7% | -1.7% |
| 7D | +1.7% | -1.3% | +3.0% | +3.1% |
| 30D | +11.1% | -2.9% | +14.0% | +15.1% |
| 3M | -14.1% | +3.2% | -17.3% | -16.2% |
| 6M | +32.9% | +3.9% | +29.0% | +29.4% |
| YTD | +26.5% | +21.4% | +5.0% | +7.3% |
| 1Y | +27.6% | +9.7% | +17.9% | +19.0% |
| All | +205.5% | +55.5% | +150.0% | +123.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling