+29.5%
DIS vs CLSK
-80.4%
+109.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -1.2% |
| 7D | +0.9% | +20.4% | -19.6% | +0.5% |
| 30D | +8.9% | -32.6% | +41.5% | +9.4% |
| 3M | +14.5% | -43.8% | +58.4% | +15.4% |
| 6M | +12.2% | -49.2% | +61.4% | +13.0% |
| YTD | +4.7% | -32.4% | +37.1% | +4.7% |
| 1Y | +2.8% | -48.7% | +51.5% | +3.2% |
| 3Y | +38.1% | +82.9% | -44.7% | +34.4% |
| 5Y | -23.6% | -68.1% | +44.5% | -25.6% |
| All | +29.5% | -80.4% | +109.9% | +25.9% |
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 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