-99.9%
DFNS vs CLSK
+197.6%
-297.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +6.2% | -7.0% | -1.2% |
| 7D | +0.8% | +21.9% | -21.1% | -0.7% |
| 30D | -73.2% | +9.6% | -82.8% | -73.4% |
| 3M | -72.4% | -18.4% | -54.0% | -72.0% |
| 6M | -95.2% | +46.4% | -141.6% | -95.3% |
| YTD | -98.0% | +33.2% | -131.2% | -98.0% |
| 1Y | -98.3% | +47.0% | -145.3% | -98.3% |
| 3Y | -99.9% | +206.4% | -306.2% | -99.9% |
| 5Y | -99.9% | +5.4% | -105.3% | -99.9% |
| All | -99.9% | +197.6% | -297.4% | -99.9% |
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