-63.3%
CLSK vs DLTR
+48.6%
-111.9%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.2% | -3.8% | -3.7% |
| 7D | +1.7% | -9.4% | +11.2% | +3.5% |
| 30D | +11.1% | -7.3% | +18.5% | +12.2% |
| 3M | -14.1% | +7.6% | -21.7% | -16.1% |
| 6M | +32.9% | +1.6% | +31.3% | +30.6% |
| YTD | +26.5% | -3.5% | +30.0% | +25.5% |
| 1Y | +27.6% | +20.0% | +7.6% | +21.3% |
| 3Y | +190.9% | +2.3% | +188.6% | +180.0% |
| 5Y | -0.4% | +31.5% | -31.9% | +1.1% |
| All | -63.3% | +48.6% | -111.9% | -66.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling