+101.8%
DASH vs CLSK
+33.6%
+68.2%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +8.5% | -8.6% | -0.9% |
| 7D | +0.4% | -19.7% | +20.1% | +1.9% |
| 30D | -6.0% | -46.5% | +40.5% | -1.1% |
| 3M | -15.8% | -51.7% | +35.9% | -10.9% |
| 6M | +7.0% | -57.5% | +64.5% | +13.4% |
| YTD | -20.7% | -39.1% | +18.5% | -20.2% |
| 1Y | -8.5% | -60.0% | +51.5% | -4.6% |
| 3Y | +101.8% | +42.9% | +58.9% | +75.6% |
| All | +101.8% | +33.6% | +68.2% | +75.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling