-18.6%
DRAM vs CLSK
-51.0%
+32.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +5.2% | +5.2% | +7.1% |
| 7D | -0.6% | +1.6% | -2.2% | -1.2% |
| 30D | -18.0% | -32.9% | +14.9% | +3.8% |
| 3M | -11.9% | -40.0% | +28.1% | +15.6% |
| 6M | -18.6% | -51.7% | +33.1% | +22.0% |
| All | -18.6% | -51.0% | +32.4% | +22.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling