+6.0%
CLSK vs DT
-27.6%
+33.5%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -0.7% | +7.5% | +7.3% |
| 7D | +7.7% | -1.6% | +9.3% | +8.7% |
| 30D | +12.2% | +3.0% | +9.2% | +8.7% |
| 3M | -15.5% | +26.5% | -42.0% | -31.9% |
| 6M | +39.3% | +35.9% | +3.4% | +1.3% |
| YTD | +35.1% | +17.8% | +17.2% | +8.6% |
| 1Y | +34.0% | +4.1% | +30.0% | +20.4% |
| 3Y | +226.3% | +5.3% | +221.0% | +168.4% |
| All | +6.0% | -27.6% | +33.5% | +9.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling