+16.7%
DIS vs CLSK
-60.8%
+77.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +6.8% | -6.1% | +0.6% |
| 7D | +1.2% | +7.7% | -6.5% | +1.0% |
| 30D | +3.2% | +12.2% | -9.0% | +3.0% |
| 3M | +7.0% | -15.5% | +22.5% | +7.1% |
| 6M | +6.4% | +39.3% | -32.9% | +5.5% |
| YTD | -5.6% | +35.1% | -40.7% | -6.5% |
| 1Y | -7.7% | +34.0% | -41.7% | -8.8% |
| 3Y | +33.2% | +226.3% | -193.1% | +28.4% |
| 5Y | -40.3% | +6.4% | -46.7% | -42.5% |
| All | +16.7% | -60.8% | +77.5% | +12.3% |
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