-60.8%
CLSK vs DTE
+130.1%
-190.9%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -1.3% | +8.1% | +6.9% |
| 7D | +7.7% | -2.6% | +10.3% | +7.9% |
| 30D | +12.2% | -4.4% | +16.6% | +12.6% |
| 3M | -15.5% | -8.3% | -7.1% | -15.1% |
| 6M | +39.3% | -8.1% | +47.4% | +40.0% |
| YTD | +35.1% | +4.4% | +30.7% | +34.3% |
| 1Y | +34.0% | +0.2% | +33.8% | +33.8% |
| 3Y | +226.3% | +42.6% | +183.6% | +220.5% |
| 5Y | +6.4% | +31.5% | -25.1% | +4.9% |
| All | -60.8% | +130.1% | -190.9% | -67.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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