-60.8%
CLSK vs DLTR
+48.0%
-108.8%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -0.4% | +7.2% | +6.9% |
| 7D | +7.7% | -10.1% | +17.8% | +9.7% |
| 30D | +12.2% | -8.1% | +20.4% | +13.5% |
| 3M | -15.5% | +2.9% | -18.3% | -16.8% |
| 6M | +39.3% | +4.3% | +35.0% | +36.2% |
| YTD | +35.1% | -3.9% | +39.0% | +34.1% |
| 1Y | +34.0% | +18.9% | +15.1% | +27.6% |
| 3Y | +226.3% | +1.9% | +224.3% | +214.2% |
| 5Y | +6.4% | +31.0% | -24.6% | +8.1% |
| All | -60.8% | +48.0% | -108.8% | -64.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR 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 DLTR 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