+31.0%
DIS vs CLSK
-80.2%
+111.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.2% | -4.8% | +0.3% |
| 7D | +0.6% | +1.6% | -1.0% | +0.5% |
| 30D | +10.3% | -32.9% | +43.2% | +10.9% |
| 3M | +15.6% | -40.0% | +55.6% | +16.3% |
| 6M | +15.1% | -51.7% | +66.8% | +16.0% |
| YTD | +6.0% | -31.7% | +37.7% | +6.0% |
| 1Y | +5.7% | -50.8% | +56.5% | +6.1% |
| 3Y | +39.8% | +84.8% | -45.0% | +36.0% |
| 5Y | -23.9% | -67.8% | +43.9% | -25.9% |
| All | +31.0% | -80.2% | +111.2% | +27.4% |
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