+4,045.1%
DELL vs CLSK
-61.9%
+4,107.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.7% | +0.3% |
| 7D | +8.7% | +17.2% | -8.5% | +8.3% |
| 30D | +16.9% | +14.6% | +2.3% | +16.5% |
| 3M | +40.4% | -16.8% | +57.3% | +40.9% |
| 6M | +267.1% | +38.2% | +228.9% | +264.2% |
| YTD | +329.1% | +31.2% | +297.9% | +325.5% |
| 1Y | +346.9% | +37.3% | +309.6% | +342.0% |
| 3Y | +696.6% | +201.8% | +494.8% | +674.8% |
| 5Y | +1,106.2% | -1.6% | +1,107.7% | +1,070.5% |
| All | +4,045.1% | -61.9% | +4,107.1% | +3,933.5% |
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