+237.6%
DIA vs CLSK
-61.4%
+299.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +6.2% | -7.4% | -1.2% |
| 7D | +0.1% | +21.9% | -21.8% | -0.2% |
| 30D | -2.1% | +9.6% | -11.7% | -2.2% |
| 3M | +4.2% | -18.4% | +22.6% | +4.3% |
| 6M | +11.9% | +46.4% | -34.5% | +11.2% |
| YTD | +10.8% | +33.2% | -22.4% | +10.1% |
| 1Y | +17.5% | +47.0% | -29.5% | +16.4% |
| 3Y | +59.9% | +206.4% | -146.4% | +56.2% |
| 5Y | +64.1% | +5.4% | +58.7% | +60.1% |
| All | +237.6% | -61.4% | +299.0% | +227.7% |
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