+30.3%
DIS vs CLSK
-80.9%
+111.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.8% | +3.4% | +0.7% |
| 7D | +1.9% | +8.0% | -6.1% | +1.8% |
| 30D | +9.2% | -27.9% | +37.1% | +9.6% |
| 3M | +13.5% | -42.3% | +55.8% | +14.3% |
| 6M | +14.3% | -50.0% | +64.3% | +15.1% |
| YTD | +5.4% | -34.3% | +39.7% | +5.4% |
| 1Y | +12.2% | -44.5% | +56.6% | +12.4% |
| 3Y | +37.2% | +74.5% | -37.3% | +33.5% |
| 5Y | -23.1% | -69.0% | +45.8% | -25.1% |
| All | +30.3% | -80.9% | +111.2% | +26.7% |
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 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