-61.9%
CLSK vs FAST
+457.9%
-519.9%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -0.8% |
| 7D | +17.2% | +1.8% | +15.4% | +16.2% |
| 30D | +14.6% | -6.4% | +21.0% | +18.8% |
| 3M | -16.8% | +5.3% | -22.2% | -20.3% |
| 6M | +38.2% | +5.4% | +32.8% | +31.6% |
| YTD | +31.2% | +23.6% | +7.6% | +13.5% |
| 1Y | +37.3% | +4.1% | +33.3% | +30.6% |
| 3Y | +201.8% | +92.4% | +109.4% | +108.7% |
| 5Y | -1.6% | +106.1% | -107.6% | -32.2% |
| All | -61.9% | +457.9% | -519.9% | -78.2% |
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