-60.0%
CLSK vs DOCS
-19.0%
-40.9%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.4% | -3.2% | -2.9% |
| 7D | +8.0% | +2.6% | +5.4% | +7.1% |
| 30D | -27.9% | +11.4% | -39.3% | -30.8% |
| 3M | -42.3% | +25.4% | -67.7% | -47.6% |
| 6M | -50.0% | +42.5% | -92.5% | -59.2% |
| YTD | -34.3% | -24.7% | -9.6% | -32.2% |
| 1Y | -44.5% | -32.9% | -11.5% | -39.9% |
| 3Y | +74.5% | +39.6% | +34.9% | +18.3% |
| 5Y | -69.0% | -54.6% | -14.3% | -68.4% |
| All | -60.0% | -19.0% | -40.9% | -57.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 DOCS 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