+39.8%
CLSK vs DT
+4.0%
+35.7%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.5% | +1.1% |
| 7D | +8.8% | -3.3% | +12.1% | +9.3% |
| 30D | -6.0% | +2.0% | -8.0% | -6.2% |
| 3M | -24.4% | +20.0% | -44.4% | -26.8% |
| 6M | +19.0% | +39.3% | -20.2% | +9.4% |
| YTD | +25.4% | +19.8% | +5.6% | +23.5% |
| 1Y | +39.8% | +4.3% | +35.5% | +51.3% |
| All | +39.8% | +4.0% | +35.7% | +51.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 1y: compounded portfolio wealth divided by compounded DT 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…
1y analysis · Full analysis span regression · 6 months rolling