+236.2%
DIA vs CLSK
-60.8%
+297.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +6.8% | -5.8% | +0.9% |
| 7D | -1.6% | +7.7% | -9.3% | -1.6% |
| 30D | -2.0% | +12.2% | -14.3% | -2.2% |
| 3M | +3.6% | -15.5% | +19.1% | +3.7% |
| 6M | +11.5% | +39.3% | -27.8% | +10.9% |
| YTD | +10.4% | +35.1% | -24.7% | +9.6% |
| 1Y | +15.6% | +34.0% | -18.4% | +14.6% |
| 3Y | +58.9% | +226.3% | -167.4% | +55.0% |
| 5Y | +65.3% | +6.4% | +59.0% | +61.2% |
| All | +236.2% | -60.8% | +297.0% | +226.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling