+15.3%
DIS vs CLSK
-63.6%
+79.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.6% | -1.7% |
| 7D | -2.6% | +8.8% | -11.4% | -2.7% |
| 30D | +3.5% | -6.0% | +9.5% | +3.5% |
| 3M | +6.8% | -24.4% | +31.2% | +7.1% |
| 6M | +3.0% | +19.0% | -16.1% | +2.4% |
| YTD | -6.7% | +25.4% | -32.1% | -7.5% |
| 1Y | -10.1% | +39.8% | -49.8% | -11.2% |
| 3Y | +33.0% | +177.7% | -144.6% | +28.6% |
| 5Y | -40.0% | -11.0% | -29.0% | -42.1% |
| All | +15.3% | -63.6% | +79.0% | +11.2% |
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