-81.2%
CLSK vs FAST
+530.3%
-611.5%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.5% | -5.4% | -5.2% |
| 7D | -19.4% | +4.8% | -24.2% | -21.4% |
| 30D | -37.4% | +8.6% | -46.0% | -40.3% |
| 3M | -43.3% | +5.7% | -49.0% | -45.2% |
| 6M | -53.7% | +25.5% | -79.2% | -60.0% |
| YTD | -35.1% | +39.6% | -74.7% | -47.6% |
| 1Y | -56.3% | +35.5% | -91.8% | -64.1% |
| 3Y | +75.7% | +96.2% | -20.5% | +19.4% |
| 5Y | -67.7% | +110.2% | -177.9% | -78.7% |
| All | -81.2% | +530.3% | -611.5% | -90.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FAST.
Daily Out/Under-Performance
Portfolio return minus FAST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FAST 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 10y: compounded portfolio wealth divided by compounded FAST 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…
10y analysis · Full analysis span regression · 6 months rolling