-11.9%
DRAM vs CLSK
-43.4%
+31.5%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +5.2% | +5.2% | +7.5% |
| 7D | -0.6% | +1.6% | -2.2% | -1.1% |
| 30D | -18.0% | -32.9% | +14.9% | -3.0% |
| 3M | -11.9% | -40.0% | +28.1% | +9.2% |
| All | -11.9% | -43.4% | +31.5% | +9.2% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling