+6.0%
CLSK vs FANG
+232.6%
-226.6%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -0.2% | +7.0% | +6.9% |
| 7D | +7.7% | +2.9% | +4.8% | +6.2% |
| 30D | +12.2% | +2.6% | +9.6% | +10.7% |
| 3M | -15.5% | +7.6% | -23.0% | -19.3% |
| 6M | +39.3% | +17.3% | +22.0% | +24.2% |
| YTD | +35.1% | +38.7% | -3.6% | +9.5% |
| 1Y | +34.0% | +51.6% | -17.6% | +3.1% |
| 3Y | +226.3% | +50.0% | +176.3% | +146.1% |
| All | +6.0% | +232.6% | -226.6% | -54.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 5y: compounded portfolio wealth divided by compounded FANG 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…
5y analysis · Full analysis span regression · 6 months rolling