-4.5%
DASH vs CLSK
-48.2%
+43.7%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +12.2% | -11.5% | -1.5% |
| 7D | -4.8% | -3.4% | -1.4% | -5.3% |
| 30D | -7.9% | -34.2% | +26.3% | -1.9% |
| 3M | -16.3% | -43.8% | +27.5% | -9.2% |
| 6M | +10.4% | -51.3% | +61.7% | +20.2% |
| YTD | -20.1% | -31.7% | +11.6% | -21.0% |
| 1Y | -11.4% | -55.6% | +44.2% | -6.1% |
| 3Y | +114.1% | +87.3% | +26.8% | +20.1% |
| 5Y | -5.8% | -67.6% | +61.8% | -36.6% |
| All | -4.5% | -48.2% | +43.7% | -35.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling