+39.0%
DVN vs CLSK
-58.7%
+97.7%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -16.6% | +9.2% | -7.7% |
| 7D | -13.9% | -20.7% | +6.8% | -14.4% |
| 30D | -8.0% | -45.5% | +37.5% | -9.6% |
| 3M | +0.8% | -52.0% | +52.8% | -1.1% |
| 6M | -12.8% | -47.0% | +34.2% | -14.1% |
| YTD | +22.7% | -32.8% | +55.5% | +19.9% |
| 1Y | +39.0% | -58.1% | +97.1% | +38.4% |
| All | +39.0% | -58.7% | +97.7% | +38.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling