-98.3%
DFNS vs CLSK
+36.0%
-134.3%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +6.8% | -9.3% | -5.7% |
| 7D | -6.3% | +7.7% | -14.1% | -9.9% |
| 30D | -74.0% | +12.2% | -86.2% | -75.2% |
| 3M | -70.1% | -15.5% | -54.7% | -67.4% |
| 6M | -93.9% | +39.3% | -133.3% | -94.9% |
| YTD | -98.1% | +35.1% | -133.2% | -98.4% |
| 1Y | -98.3% | +34.0% | -132.3% | -98.2% |
| All | -98.3% | +36.0% | -134.3% | -98.2% |
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