-17.2%
DASH vs CLSK
-58.7%
+41.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -16.6% | +24.9% | +8.9% |
| 7D | +17.2% | -20.7% | +37.9% | +18.1% |
| 30D | +3.6% | -45.5% | +49.1% | +6.7% |
| 3M | -1.9% | -52.0% | +50.1% | +1.7% |
| 6M | +15.1% | -47.0% | +62.0% | +17.1% |
| YTD | -12.3% | -32.8% | +20.5% | -14.0% |
| 1Y | -17.2% | -58.1% | +40.8% | -15.4% |
| All | -17.2% | -58.7% | +41.5% | -15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CLSK.
Daily Out/Under-Performance
Portfolio return minus CLSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLSK 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 CLSK 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