+18.2%
CLSK vs DT
+97.2%
-79.0%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -3.1% | +9.3% | +8.0% |
| 7D | +21.9% | -4.9% | +26.7% | +25.2% |
| 30D | +9.6% | +2.7% | +6.9% | +7.0% |
| 3M | -18.4% | +20.0% | -38.4% | -28.6% |
| 6M | +46.4% | +28.0% | +18.3% | +19.6% |
| YTD | +33.2% | +16.0% | +17.2% | +14.2% |
| 1Y | +47.0% | +0.7% | +46.3% | +37.8% |
| 3Y | +206.4% | +6.2% | +200.2% | +169.1% |
| 5Y | +5.4% | -28.1% | +33.5% | +11.4% |
| All | +18.2% | +97.2% | -79.0% | +14.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling